+12.5%
WULF vs PHM
-7.7%
+20.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.1% |
| 7D | -0.6% | -6.4% | +5.8% | +1.4% |
| 30D | -3.6% | -12.1% | +8.4% | +0.3% |
| 3M | -30.4% | -1.5% | -28.9% | -36.3% |
| 6M | +12.5% | -6.0% | +18.5% | +10.7% |
| All | +12.5% | -7.7% | +20.1% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling