+159.9%
WULF vs PINS
-15.2%
+175.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.3% | +9.5% | +8.5% |
| 7D | +21.9% | -5.2% | +27.1% | +23.4% |
| 30D | +4.6% | -14.9% | +19.5% | +8.3% |
| 3M | -30.9% | -8.4% | -22.5% | -30.2% |
| 6M | +29.9% | +0.6% | +29.2% | +27.6% |
| YTD | +55.4% | -22.2% | +77.6% | +60.6% |
| 1Y | +94.1% | -46.9% | +141.1% | +117.8% |
| 3Y | +892.2% | -26.9% | +919.1% | +923.1% |
| 5Y | -26.7% | -63.0% | +36.2% | -24.5% |
| All | +159.9% | -15.2% | +175.1% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 all: compounded portfolio wealth divided by compounded PINS 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…
all analysis · Full analysis span regression · 6 months rolling