+34.1%
WULF vs PR
+65.1%
-31.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.3% |
| 7D | +0.2% | -9.5% | +9.7% | +1.7% |
| 30D | -8.8% | -5.7% | -3.1% | -8.0% |
| 3M | -22.5% | +3.0% | -25.4% | -22.9% |
| 6M | -46.3% | +11.8% | -58.1% | -47.4% |
| YTD | +9.3% | +58.5% | -49.2% | +1.4% |
| 1Y | -12.2% | +69.9% | -82.0% | -19.4% |
| 3Y | +1,181.6% | +84.9% | +1,096.7% | +1,072.6% |
| 5Y | -55.4% | +246.4% | -301.8% | -61.7% |
| 10Y | +34.1% | +70.3% | -36.2% | +35.7% |
| All | +34.1% | +65.1% | -31.0% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling