+86.9%
WULF vs PLD
+237.0%
-150.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.2% |
| 7D | +15.6% | -0.7% | +16.3% | +16.0% |
| 30D | +5.7% | -2.2% | +8.0% | +6.8% |
| 3M | -32.3% | -7.4% | -24.9% | -30.4% |
| 6M | +23.7% | +1.9% | +21.8% | +22.3% |
| YTD | +49.1% | +7.9% | +41.2% | +44.1% |
| 1Y | +66.3% | +25.1% | +41.2% | +50.7% |
| 3Y | +851.7% | +21.9% | +829.8% | +781.1% |
| 5Y | -30.9% | +16.3% | -47.2% | -36.6% |
| 10Y | +86.9% | +249.9% | -163.0% | +64.6% |
| All | +86.9% | +237.0% | -150.1% | +64.6% |
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