+68.0%
WULF vs P
+485.4%
-417.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +7.6% | +6.5% | +1.0% | +5.7% |
| 30D | -8.6% | +18.8% | -27.5% | -13.8% |
| 3M | -37.0% | +26.7% | -63.7% | -41.5% |
| 6M | +7.4% | +62.2% | -54.8% | -7.8% |
| YTD | +43.7% | +48.5% | -4.8% | +26.3% |
| 1Y | +86.1% | +26.4% | +59.7% | +68.2% |
| 3Y | +733.8% | +159.4% | +574.4% | +548.7% |
| 5Y | -33.6% | +275.8% | -309.4% | -50.9% |
| 10Y | +76.1% | +732.0% | -656.0% | +21.1% |
| All | +68.0% | +485.4% | -417.4% | +18.3% |
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