-24.7%
WULF vs PHM
+156.2%
-180.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.7% |
| 7D | +1.4% | -5.0% | +6.4% | +4.7% |
| 30D | -2.6% | -8.4% | +5.8% | +2.8% |
| 3M | -34.0% | -4.4% | -29.5% | -34.1% |
| 6M | +10.0% | -3.7% | +13.7% | +10.0% |
| YTD | +45.7% | +1.3% | +44.4% | +38.7% |
| 1Y | +57.3% | -14.0% | +71.4% | +67.4% |
| 3Y | +878.9% | +48.1% | +830.8% | +539.0% |
| All | -24.7% | +156.2% | -180.9% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling