+97.2%
WULF vs PL
+84.9%
+12.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | +7.6% | -9.3% | +16.9% | +11.1% |
| 30D | -8.6% | -18.9% | +10.3% | -1.5% |
| 3M | -37.0% | -58.4% | +21.4% | -14.4% |
| 6M | +7.4% | -30.3% | +37.7% | +13.2% |
| YTD | +43.7% | -8.1% | +51.8% | +36.4% |
| 1Y | +86.1% | +180.5% | -94.4% | +3.9% |
| 3Y | +733.8% | +444.1% | +289.7% | +184.3% |
| 5Y | -33.6% | +83.0% | -116.6% | -65.5% |
| All | +97.2% | +84.9% | +12.3% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling