+66.3%
WULF vs PL
+99.3%
-33.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.0% |
| 7D | +15.6% | -13.9% | +29.4% | +21.0% |
| 30D | +5.7% | -25.5% | +31.2% | +16.6% |
| 3M | -32.3% | -44.8% | +12.5% | -18.6% |
| 6M | +23.7% | -33.3% | +57.0% | +31.9% |
| YTD | +49.1% | -12.7% | +61.8% | +44.8% |
| 1Y | +66.3% | +90.9% | -24.6% | +52.9% |
| All | +66.3% | +99.3% | -33.0% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling