+86.9%
WULF vs PR
+88.3%
-1.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +15.6% | -0.8% | +16.4% | +15.7% |
| 30D | +5.7% | +11.3% | -5.5% | +4.2% |
| 3M | -32.3% | +24.1% | -56.4% | -34.5% |
| 6M | +23.7% | +25.4% | -1.7% | +18.9% |
| YTD | +49.1% | +71.2% | -22.1% | +37.2% |
| 1Y | +66.3% | +78.6% | -12.3% | +51.4% |
| 3Y | +851.7% | +85.2% | +766.4% | +770.4% |
| 5Y | -30.9% | +419.0% | -449.9% | -42.4% |
| 10Y | +86.9% | +86.2% | +0.7% | +79.5% |
| All | +86.9% | +88.3% | -1.4% | +79.5% |
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