+47.9%
WULF vs PL
+46.6%
+1.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +14.5% | -5.6% | +3.1% |
| 7D | +13.2% | +10.9% | +2.3% | +9.3% |
| 30D | -10.1% | -16.4% | +6.3% | -2.5% |
| 3M | -27.5% | -39.9% | +12.4% | -11.2% |
| 6M | -47.1% | -63.2% | +16.1% | -24.1% |
| YTD | +7.7% | -27.1% | +34.9% | +13.0% |
| 1Y | -11.2% | +12.2% | -23.4% | -23.1% |
| 3Y | +1,217.0% | +584.3% | +632.7% | +300.5% |
| 5Y | -57.0% | +37.0% | -94.0% | -73.1% |
| All | +47.9% | +46.6% | +1.2% | -16.3% |
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