+34.7%
WULF vs PAAS
+205.7%
-171.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +11.0% | -8.9% | +19.9% | +13.3% |
| 30D | +9.4% | -11.4% | +20.8% | +12.4% |
| 3M | -22.6% | -20.4% | -2.2% | -18.4% |
| 6M | -45.4% | -40.7% | -4.7% | -39.1% |
| YTD | +9.8% | -26.9% | +36.8% | +17.8% |
| 1Y | +8.0% | -3.1% | +11.1% | +10.5% |
| 3Y | +1,149.5% | +199.3% | +950.3% | +947.3% |
| 5Y | -55.6% | +48.3% | -103.9% | -61.6% |
| All | +34.7% | +205.7% | -171.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling