+55.8%
WULF vs PL
+41.8%
+13.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.2% |
| 7D | +29.4% | +22.3% | +7.1% | +19.6% |
| 30D | -1.3% | -8.3% | +7.0% | +3.5% |
| 3M | -24.1% | -43.3% | +19.1% | -5.1% |
| 6M | -42.8% | -65.8% | +23.0% | -15.5% |
| YTD | +13.5% | -29.5% | +43.0% | +20.6% |
| 1Y | +3.2% | +11.7% | -8.6% | -10.7% |
| 3Y | +1,230.6% | +540.6% | +690.1% | +316.4% |
| 5Y | -54.1% | +32.9% | -87.0% | -71.0% |
| All | +55.8% | +41.8% | +13.9% | -10.7% |
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