-22.1%
WULF vs P
+19.7%
-41.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.0% | -1.6% | -4.3% |
| 7D | -12.8% | -19.4% | +6.5% | -3.4% |
| 30D | -20.9% | -22.3% | +1.4% | -10.7% |
| 3M | -38.0% | +33.2% | -71.2% | -46.2% |
| 6M | -47.5% | +53.6% | -101.1% | -58.6% |
| YTD | +1.8% | +66.8% | -65.0% | -24.0% |
| 1Y | -22.1% | +17.5% | -39.6% | -37.6% |
| All | -22.1% | +19.7% | -41.8% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling