-53.5%
WULF vs P
+272.9%
-326.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.8% |
| 3M | -20.2% | -2.6% | -17.6% | -19.6% |
| 6M | -42.8% | +21.9% | -64.8% | -50.3% |
| YTD | +16.3% | +58.9% | -42.7% | -13.4% |
| 1Y | +8.0% | +21.7% | -13.7% | -10.9% |
| 3Y | +1,263.3% | +193.3% | +1,070.0% | +577.4% |
| 5Y | -53.5% | +275.1% | -328.6% | -79.0% |
| All | -53.5% | +272.9% | -326.4% | -79.0% |
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