+82.7%
WULF vs PM
+219.2%
-136.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | +4.7% | -3.3% | +0.9% |
| 30D | -2.6% | +2.6% | -5.2% | -2.9% |
| 3M | -34.0% | +6.6% | -40.5% | -34.8% |
| 6M | +10.0% | +16.5% | -6.5% | +6.8% |
| YTD | +45.7% | +21.2% | +24.5% | +40.6% |
| 1Y | +57.3% | +17.9% | +39.4% | +52.3% |
| 3Y | +878.9% | +129.8% | +749.1% | +696.8% |
| 5Y | -28.3% | +133.0% | -161.3% | -41.3% |
| All | +82.7% | +219.2% | -136.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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