-22.1%
WULF vs PHM
+16.2%
-38.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.2% | -13.8% | -7.3% |
| 7D | -12.8% | +13.6% | -26.4% | -14.8% |
| 30D | -20.9% | +19.3% | -40.2% | -23.8% |
| 3M | -38.0% | +3.5% | -41.5% | -37.9% |
| 6M | -47.5% | +18.6% | -66.1% | -51.9% |
| YTD | +1.8% | +16.7% | -14.9% | -8.2% |
| 1Y | -22.1% | +14.6% | -36.7% | -30.3% |
| All | -22.1% | +16.2% | -38.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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