-26.7%
WULF vs PPL
+39.3%
-66.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.2% |
| 7D | +21.9% | +1.8% | +20.1% | +21.3% |
| 30D | +4.6% | -1.1% | +5.6% | +5.0% |
| 3M | -30.9% | 0.0% | -31.0% | -31.2% |
| 6M | +29.9% | -7.6% | +37.5% | +32.9% |
| YTD | +55.4% | +1.7% | +53.7% | +53.0% |
| 1Y | +94.1% | +1.5% | +92.6% | +90.8% |
| 3Y | +892.2% | +55.3% | +837.0% | +614.4% |
| 5Y | -26.7% | +37.7% | -64.5% | -42.3% |
| All | -26.7% | +39.3% | -66.1% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling