+86.9%
WULF vs PPL
+52.7%
+34.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | +15.6% | 0.0% | +15.6% | +15.6% |
| 30D | +5.7% | -1.3% | +7.0% | +6.0% |
| 3M | -32.3% | -2.6% | -29.7% | -32.1% |
| 6M | +23.7% | -8.4% | +32.1% | +25.1% |
| YTD | +49.1% | +0.2% | +48.9% | +48.6% |
| 1Y | +66.3% | -0.2% | +66.5% | +65.7% |
| 3Y | +851.7% | +52.9% | +798.8% | +762.2% |
| 5Y | -30.9% | +36.8% | -67.8% | -36.2% |
| 10Y | +86.9% | +57.6% | +29.4% | +80.1% |
| All | +86.9% | +52.7% | +34.3% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling