+113.3%
WULF vs PL
+81.7%
+31.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.7% | +9.9% | +8.8% |
| 7D | +21.9% | -7.5% | +29.4% | +24.9% |
| 30D | +4.6% | -25.6% | +30.1% | +16.6% |
| 3M | -30.9% | -45.6% | +14.7% | -14.3% |
| 6M | +29.9% | -29.5% | +59.4% | +36.5% |
| YTD | +55.4% | -9.7% | +65.1% | +48.4% |
| 1Y | +94.1% | +84.4% | +9.8% | +35.2% |
| 3Y | +892.2% | +550.0% | +342.2% | +212.0% |
| 5Y | -26.7% | +79.0% | -105.7% | -61.4% |
| All | +113.3% | +81.7% | +31.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling