-30.9%
WULF vs P
+274.2%
-305.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -2.0% |
| 7D | +15.6% | +5.0% | +10.6% | +13.0% |
| 30D | +5.7% | -0.9% | +6.7% | +4.9% |
| 3M | -32.3% | +38.7% | -70.9% | -44.2% |
| 6M | +23.7% | +54.4% | -30.7% | -6.5% |
| YTD | +49.1% | +44.8% | +4.2% | +15.8% |
| 1Y | +66.3% | +22.5% | +43.8% | +35.1% |
| 3Y | +851.7% | +148.2% | +703.4% | +409.4% |
| 5Y | -30.9% | +268.9% | -299.8% | -69.2% |
| All | -30.9% | +274.2% | -305.1% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling