+66.3%
WULF vs PPL
+0.2%
+66.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.4% |
| 7D | +15.6% | 0.0% | +15.6% | +15.6% |
| 30D | +5.7% | -1.3% | +7.0% | +5.5% |
| 3M | -32.3% | -2.6% | -29.7% | -32.6% |
| 6M | +23.7% | -8.4% | +32.1% | +22.4% |
| YTD | +49.1% | +0.2% | +48.9% | +52.3% |
| 1Y | +66.3% | -0.2% | +66.5% | +78.6% |
| All | +66.3% | +0.2% | +66.2% | +78.6% |
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