+34.7%
WULF vs P
+652.0%
-617.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.6% |
| 7D | +11.0% | +11.6% | -0.6% | +7.1% |
| 30D | +9.4% | -23.7% | +33.0% | +20.1% |
| 3M | -22.6% | -8.0% | -14.6% | -20.3% |
| 6M | -45.4% | +27.9% | -73.3% | -50.0% |
| YTD | +9.8% | +61.2% | -51.3% | -6.6% |
| 1Y | +8.0% | +28.6% | -20.6% | -3.7% |
| 3Y | +1,149.5% | +200.5% | +949.0% | +811.6% |
| 5Y | -55.6% | +282.9% | -338.5% | -68.9% |
| All | +34.7% | +652.0% | -617.3% | -6.4% |
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