+34.1%
WULF vs PPL
+65.3%
-31.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -8.8% | +4.3% | -13.1% | -9.5% |
| 3M | -22.5% | +2.9% | -25.4% | -22.9% |
| 6M | -46.3% | +1.1% | -47.4% | -46.6% |
| YTD | +9.3% | +4.5% | +4.9% | +8.0% |
| 1Y | -12.2% | +0.1% | -12.3% | -12.6% |
| 3Y | +1,181.6% | +55.7% | +1,125.9% | +1,055.5% |
| 5Y | -55.4% | +47.6% | -103.0% | -59.2% |
| 10Y | +34.1% | +66.8% | -32.8% | +22.4% |
| All | +34.1% | +65.3% | -31.3% | +22.4% |
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