+32.7%
WULF vs P
+547.6%
-515.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.4% |
| 7D | +29.4% | +17.8% | +11.5% | +23.3% |
| 30D | -1.3% | -29.9% | +28.6% | +10.3% |
| 3M | -24.1% | -1.2% | -23.0% | -23.7% |
| 6M | -42.8% | +32.1% | -74.9% | -47.6% |
| YTD | +13.5% | +64.3% | -50.8% | -2.4% |
| 1Y | +3.2% | +24.3% | -21.1% | -6.0% |
| 3Y | +1,230.6% | +203.2% | +1,027.4% | +904.0% |
| 5Y | -54.1% | +290.4% | -344.5% | -66.7% |
| 10Y | +39.2% | +680.9% | -641.7% | -5.6% |
| All | +32.7% | +547.6% | -515.0% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling