+86.1%
WULF vs PPL
-0.5%
+86.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | +2.7% | +4.9% | +8.2% |
| 30D | -8.6% | +0.5% | -9.1% | -8.5% |
| 3M | -37.0% | +0.7% | -37.6% | -36.9% |
| 6M | +7.4% | -7.6% | +15.0% | +6.8% |
| YTD | +43.7% | +1.8% | +41.9% | +47.4% |
| 1Y | +86.1% | -0.8% | +86.9% | +101.8% |
| All | +86.1% | -0.5% | +86.7% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling