-34.9%
WULF vs OUST
-56.2%
+21.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.1% |
| 7D | +7.6% | +5.2% | +2.3% | +5.7% |
| 30D | -8.6% | -19.3% | +10.6% | -1.5% |
| 3M | -37.0% | -22.6% | -14.3% | -34.0% |
| 6M | +7.4% | +62.8% | -55.4% | -16.4% |
| YTD | +43.7% | +68.3% | -24.7% | +10.1% |
| 1Y | +86.1% | +28.5% | +57.6% | +51.6% |
| 3Y | +733.8% | +554.0% | +179.8% | +226.4% |
| All | -34.9% | -56.2% | +21.3% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling