+878.9%
WULF vs PHM
+49.3%
+829.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.8% |
| 7D | +1.4% | -5.0% | +6.4% | +4.3% |
| 30D | -2.6% | -8.4% | +5.8% | +2.1% |
| 3M | -34.0% | -4.4% | -29.5% | -34.2% |
| 6M | +10.0% | -3.7% | +13.7% | +9.7% |
| YTD | +45.7% | +1.3% | +44.4% | +38.7% |
| 1Y | +57.3% | -14.0% | +71.4% | +66.3% |
| 3Y | +878.9% | +48.1% | +830.8% | +465.8% |
| All | +878.9% | +49.3% | +829.6% | +465.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling