-24.7%
WULF vs PH
+251.9%
-276.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +1.9% |
| 7D | +1.4% | -1.3% | +2.7% | +2.9% |
| 30D | -2.6% | -11.0% | +8.4% | +10.5% |
| 3M | -34.0% | +5.5% | -39.5% | -38.6% |
| 6M | +10.0% | +1.5% | +8.5% | +7.0% |
| YTD | +45.7% | +8.8% | +36.9% | +31.7% |
| 1Y | +57.3% | +24.5% | +32.8% | +19.0% |
| 3Y | +878.9% | +141.2% | +737.8% | +310.7% |
| All | -24.7% | +251.9% | -276.7% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling