+892.2%
WULF vs PLD
+23.3%
+868.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.3% | +7.5% |
| 7D | +21.9% | -0.9% | +22.8% | +22.9% |
| 30D | +4.6% | -1.2% | +5.8% | +5.7% |
| 3M | -30.9% | -2.3% | -28.6% | -30.6% |
| 6M | +29.9% | +4.5% | +25.4% | +23.1% |
| YTD | +55.4% | +10.1% | +45.3% | +40.5% |
| 1Y | +94.1% | +25.9% | +68.2% | +53.6% |
| 3Y | +892.2% | +24.4% | +867.8% | +834.9% |
| All | +892.2% | +23.3% | +868.9% | +834.9% |
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