+76.1%
WULF vs PAAS
+232.4%
-156.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.3% | -1.5% | -4.9% |
| 7D | -0.6% | -3.7% | +3.2% | +0.2% |
| 30D | -3.6% | -1.9% | -1.8% | -3.2% |
| 3M | -30.4% | +15.1% | -45.5% | -32.6% |
| 6M | +12.5% | -17.1% | +29.6% | +16.2% |
| YTD | +40.5% | -1.3% | +41.8% | +40.8% |
| 1Y | +53.0% | +41.1% | +11.9% | +43.9% |
| 3Y | +796.7% | +244.2% | +552.5% | +617.2% |
| 5Y | -30.9% | +120.8% | -151.7% | -43.8% |
| All | +76.1% | +232.4% | -156.3% | +48.3% |
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