+95.9%
WULF vs PENG
+735.0%
-639.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.9% |
| 7D | +29.4% | +34.6% | -5.2% | +19.5% |
| 30D | -1.3% | -35.9% | +34.6% | +11.0% |
| 3M | -24.1% | -14.7% | -9.4% | -21.2% |
| 6M | -42.8% | +13.5% | -56.3% | -45.0% |
| YTD | +13.5% | +156.1% | -142.6% | -9.5% |
| 1Y | +3.2% | +141.3% | -138.2% | -16.6% |
| 3Y | +1,230.6% | +223.4% | +1,007.2% | +916.1% |
| 5Y | -54.1% | +67.4% | -121.5% | -64.1% |
| All | +95.9% | +735.0% | -639.1% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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