+86.1%
WULF vs PLD
+27.5%
+58.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.1% |
| 7D | +7.6% | -2.4% | +9.9% | +8.7% |
| 30D | -8.6% | -2.4% | -6.2% | -7.6% |
| 3M | -37.0% | -3.8% | -33.2% | -36.1% |
| 6M | +7.4% | 0.0% | +7.4% | +4.3% |
| YTD | +43.7% | +9.2% | +34.5% | +36.1% |
| 1Y | +86.1% | +25.9% | +60.2% | +78.0% |
| All | +86.1% | +27.5% | +58.7% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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