+161.2%
WULF vs PODD
+736.9%
-575.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.5% | +11.7% | +8.6% |
| 7D | +21.9% | -4.1% | +26.0% | +22.5% |
| 30D | +4.6% | +0.8% | +3.8% | +4.2% |
| 3M | -30.9% | -6.1% | -24.8% | -31.1% |
| 6M | +29.9% | -40.0% | +69.9% | +36.6% |
| YTD | +55.4% | -49.9% | +105.4% | +67.1% |
| 1Y | +94.1% | -59.3% | +153.4% | +113.9% |
| 3Y | +892.2% | -17.2% | +909.5% | +898.4% |
| 5Y | -26.7% | -53.0% | +26.2% | -22.4% |
| 10Y | +94.0% | +226.1% | -132.1% | +70.8% |
| All | +161.2% | +736.9% | -575.7% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling