+82.7%
WULF vs PH
+820.2%
-737.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.9% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | -2.6% | -11.0% | +8.4% | +3.2% |
| 3M | -34.0% | +5.5% | -39.5% | -35.9% |
| 6M | +10.0% | +1.5% | +8.5% | +9.3% |
| YTD | +45.7% | +8.8% | +36.9% | +40.6% |
| 1Y | +57.3% | +24.5% | +32.8% | +41.1% |
| 3Y | +878.9% | +141.2% | +737.8% | +622.5% |
| 5Y | -28.3% | +256.3% | -284.6% | -51.7% |
| All | +82.7% | +820.2% | -737.5% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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