+1,217.0%
WULF vs PLD
+36.1%
+1,181.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.8% | +6.1% | +6.5% |
| 7D | +13.2% | +0.7% | +12.5% | +12.6% |
| 30D | -10.1% | +0.8% | -10.9% | -10.9% |
| 3M | -27.5% | -6.1% | -21.4% | -23.5% |
| 6M | -47.1% | -8.0% | -39.1% | -44.1% |
| YTD | +7.7% | +4.7% | +3.1% | +1.8% |
| 1Y | -11.2% | +7.2% | -18.4% | -18.1% |
| 3Y | +1,217.0% | +39.2% | +1,177.8% | +1,146.4% |
| All | +1,217.0% | +36.1% | +1,181.0% | +1,146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling