+1,222.8%
WULF vs P
+193.5%
+1,029.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.4% | +1.9% | +4.0% |
| 7D | +14.2% | -4.7% | +18.9% | +17.6% |
| 30D | -0.1% | -31.4% | +31.4% | +22.4% |
| 3M | -20.2% | -2.6% | -17.6% | -19.5% |
| 6M | -42.8% | +21.9% | -64.8% | -50.1% |
| YTD | +16.3% | +58.9% | -42.7% | -13.2% |
| 1Y | +8.0% | +21.7% | -13.7% | -11.0% |
| All | +1,222.8% | +193.5% | +1,029.3% | +660.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling