+901.8%
WULF vs PM
+124.8%
+777.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.0% |
| 7D | +15.6% | -1.2% | +16.8% | +15.3% |
| 30D | +5.7% | -0.2% | +5.9% | +5.8% |
| 3M | -32.3% | +4.9% | -37.2% | -31.7% |
| 6M | +23.7% | +9.0% | +14.6% | +24.5% |
| YTD | +49.1% | +17.8% | +31.3% | +52.2% |
| 1Y | +66.3% | +16.8% | +49.5% | +70.7% |
| All | +901.8% | +124.8% | +777.0% | +654.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling