+892.2%
WULF vs PAAS
+247.3%
+645.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +8.4% |
| 7D | +21.9% | +2.0% | +19.9% | +20.9% |
| 30D | +4.6% | -0.1% | +4.6% | +4.6% |
| 3M | -30.9% | +8.2% | -39.2% | -33.5% |
| 6M | +29.9% | -13.8% | +43.7% | +35.8% |
| YTD | +55.4% | -0.6% | +56.1% | +54.5% |
| 1Y | +94.1% | +44.0% | +50.1% | +68.8% |
| 3Y | +892.2% | +246.6% | +645.6% | +430.6% |
| All | +892.2% | +247.3% | +645.0% | +430.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling