+82.7%
WULF vs P
+718.8%
-636.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +2.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -2.6% | -11.9% | +9.2% | +0.8% |
| 3M | -34.0% | +41.6% | -75.6% | -41.2% |
| 6M | +10.0% | +58.1% | -48.1% | -6.1% |
| YTD | +45.7% | +46.5% | -0.8% | +27.0% |
| 1Y | +57.3% | +19.1% | +38.3% | +43.2% |
| 3Y | +878.9% | +150.6% | +728.4% | +646.9% |
| 5Y | -28.3% | +271.8% | -300.1% | -48.5% |
| All | +82.7% | +718.8% | -636.2% | +20.9% |
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