+150.5%
WULF vs PODD
+711.3%
-560.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.7% |
| 7D | +15.6% | -6.9% | +22.5% | +16.5% |
| 30D | +5.7% | -3.5% | +9.2% | +5.9% |
| 3M | -32.3% | -13.6% | -18.7% | -31.7% |
| 6M | +23.7% | -42.6% | +66.3% | +30.8% |
| YTD | +49.1% | -51.5% | +100.6% | +60.8% |
| 1Y | +66.3% | -60.9% | +127.2% | +84.2% |
| 3Y | +851.7% | -19.8% | +871.4% | +861.2% |
| 5Y | -30.9% | -54.4% | +23.4% | -26.6% |
| 10Y | +86.9% | +236.1% | -149.1% | +64.4% |
| All | +150.5% | +711.3% | -560.7% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded PODD 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling