+3.2%
WULF vs PLD
+5.5%
-2.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | +29.4% | 0.0% | +29.4% | +29.3% |
| 30D | -1.3% | -3.7% | +2.5% | +1.6% |
| 3M | -24.1% | -7.9% | -16.2% | -19.6% |
| 6M | -42.8% | -9.2% | -33.6% | -39.3% |
| YTD | +13.5% | +3.1% | +10.4% | +3.7% |
| 1Y | +3.2% | +6.2% | -3.0% | -9.2% |
| All | +3.2% | +5.5% | -2.3% | -9.2% |
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