+972.6%
WULF vs PL
+455.3%
+517.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +10.4% | +2.4% | +9.1% |
| 7D | -3.1% | -6.8% | +3.8% | +0.1% |
| 30D | -21.0% | -29.3% | +8.3% | -9.9% |
| 3M | -35.5% | -44.8% | +9.3% | -20.5% |
| 6M | -55.8% | -68.4% | +12.6% | -36.2% |
| YTD | -1.0% | -36.4% | +35.3% | +9.6% |
| 1Y | -20.4% | +0.7% | -21.1% | -25.3% |
| 3Y | +972.6% | +455.3% | +517.3% | +302.4% |
| All | +972.6% | +455.3% | +517.3% | +302.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling