+81.0%
WULF vs PM
+837.3%
-756.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.3% |
| 7D | +11.0% | +0.5% | +10.4% | +10.9% |
| 30D | +9.4% | -3.2% | +12.6% | +9.6% |
| 3M | -22.6% | +6.2% | -28.8% | -23.3% |
| 6M | -45.4% | +7.7% | -53.1% | -46.2% |
| YTD | +9.8% | +27.3% | -17.4% | +5.6% |
| 1Y | +8.0% | +32.8% | -24.7% | +3.1% |
| 3Y | +1,149.5% | +150.0% | +999.5% | +946.8% |
| 5Y | -55.6% | +164.2% | -219.8% | -62.8% |
| 10Y | +34.7% | +265.7% | -231.0% | +7.4% |
| All | +81.0% | +837.3% | -756.4% | +15.5% |
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