+136.7%
WULF vs PM
+752.6%
-615.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.9% |
| 7D | +7.6% | -4.9% | +12.4% | +8.1% |
| 30D | -8.6% | -3.4% | -5.2% | -8.3% |
| 3M | -37.0% | +5.2% | -42.1% | -37.7% |
| 6M | +7.4% | +3.7% | +3.7% | +6.1% |
| YTD | +43.7% | +15.8% | +27.9% | +39.9% |
| 1Y | +86.1% | +17.4% | +68.8% | +80.5% |
| 3Y | +733.8% | +116.9% | +616.9% | +614.4% |
| 5Y | -33.6% | +117.3% | -150.9% | -42.9% |
| 10Y | +76.1% | +193.8% | -117.7% | +44.2% |
| All | +136.7% | +752.6% | -615.9% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling