-30.9%
WULF vs PODD
-55.6%
+24.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.4% | -5.1% |
| 7D | -0.6% | -10.6% | +10.0% | +2.7% |
| 30D | -3.6% | -6.9% | +3.3% | -2.1% |
| 3M | -30.4% | -10.6% | -19.8% | -30.0% |
| 6M | +12.5% | -43.5% | +55.9% | +32.3% |
| YTD | +40.5% | -52.6% | +93.1% | +76.1% |
| 1Y | +53.0% | -60.1% | +113.1% | +104.2% |
| 3Y | +796.7% | -21.7% | +818.3% | +791.4% |
| 5Y | -30.9% | -54.6% | +23.7% | -8.4% |
| All | -30.9% | -55.6% | +24.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling