+42.6%
WULF vs PLD
+269.0%
-226.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.4% | +6.4% |
| 7D | +14.2% | -1.0% | +15.2% | +14.8% |
| 30D | -0.1% | -1.8% | +1.8% | +0.7% |
| 3M | -20.2% | -6.0% | -14.2% | -18.0% |
| 6M | -42.8% | -8.4% | -34.5% | -41.0% |
| YTD | +16.3% | +4.2% | +12.0% | +14.0% |
| 1Y | +8.0% | +6.2% | +1.8% | +5.0% |
| 3Y | +1,263.3% | +37.0% | +1,226.3% | +1,124.6% |
| 5Y | -53.5% | +1.2% | -54.7% | -56.2% |
| 10Y | +42.6% | +272.2% | -229.6% | +33.4% |
| All | +42.6% | +269.0% | -226.4% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling