+34.1%
WULF vs PLD
+254.7%
-220.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -8.8% | +0.5% | -9.3% | -9.1% |
| 3M | -22.5% | -5.5% | -17.0% | -20.5% |
| 6M | -46.3% | -8.3% | -38.0% | -44.6% |
| YTD | +9.3% | +4.3% | +5.0% | +7.2% |
| 1Y | -12.2% | +7.4% | -19.6% | -15.1% |
| 3Y | +1,181.6% | +37.1% | +1,144.6% | +1,051.0% |
| 5Y | -55.4% | +1.3% | -56.7% | -58.0% |
| 10Y | +34.1% | +267.4% | -233.3% | +24.4% |
| All | +34.1% | +254.7% | -220.6% | +24.4% |
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