+122.3%
WULF vs PLTD
-76.9%
+199.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.5% | +3.4% |
| 7D | +1.4% | +4.2% | -2.9% | +3.2% |
| 30D | -2.6% | +0.7% | -3.4% | -2.1% |
| 3M | -34.0% | -32.4% | -1.6% | -43.0% |
| 6M | +10.0% | -26.2% | +36.2% | +1.3% |
| YTD | +45.7% | -17.0% | +62.7% | +46.9% |
| 1Y | +57.3% | -26.7% | +84.0% | +52.7% |
| All | +122.3% | -76.9% | +199.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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