+86.1%
WULF vs PR
+76.5%
+9.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.3% |
| 7D | +7.6% | +2.9% | +4.6% | +8.3% |
| 30D | -8.6% | +18.0% | -26.7% | -4.4% |
| 3M | -37.0% | +16.9% | -53.8% | -33.4% |
| 6M | +7.4% | +28.2% | -20.8% | +13.4% |
| YTD | +43.7% | +69.3% | -25.6% | +57.4% |
| 1Y | +86.1% | +69.5% | +16.6% | +123.2% |
| All | +86.1% | +76.5% | +9.6% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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