+94.1%
WULF vs PENG
+106.3%
-12.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.9% | +9.1% | +8.6% |
| 7D | +21.9% | +7.8% | +14.1% | +17.5% |
| 30D | +4.6% | -12.2% | +16.8% | +11.0% |
| 3M | -30.9% | -20.6% | -10.3% | -25.9% |
| 6M | +29.9% | +180.9% | -151.1% | -31.6% |
| YTD | +55.4% | +162.3% | -106.8% | -16.3% |
| 1Y | +94.1% | +107.3% | -13.1% | +11.3% |
| All | +94.1% | +106.3% | -12.1% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling