+39.2%
WULF vs P
+666.7%
-627.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.5% |
| 7D | +29.4% | +17.8% | +11.5% | +22.7% |
| 30D | -1.3% | -29.9% | +28.6% | +11.5% |
| 3M | -24.1% | -1.2% | -23.0% | -23.7% |
| 6M | -42.8% | +32.1% | -74.9% | -48.2% |
| YTD | +13.5% | +64.3% | -50.8% | -4.2% |
| 1Y | +3.2% | +24.3% | -21.1% | -7.1% |
| 3Y | +1,230.6% | +203.2% | +1,027.4% | +866.1% |
| 5Y | -54.1% | +290.4% | -344.5% | -68.1% |
| All | +39.2% | +666.7% | -627.5% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling