+32.0%
WULF vs PR
+66.7%
-34.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +9.9% | +9.0% |
| 7D | +13.2% | -12.4% | +25.5% | +15.3% |
| 30D | -10.1% | -6.6% | -3.5% | -9.2% |
| 3M | -27.5% | +7.5% | -35.0% | -28.4% |
| 6M | -47.1% | +10.8% | -57.9% | -48.1% |
| YTD | +7.7% | +57.0% | -49.3% | +0.1% |
| 1Y | -11.2% | +67.9% | -79.1% | -18.4% |
| 3Y | +1,217.0% | +87.6% | +1,129.4% | +1,103.5% |
| 5Y | -57.0% | +220.4% | -277.4% | -62.9% |
| 10Y | +32.0% | +64.8% | -32.8% | +32.5% |
| All | +32.0% | +66.7% | -34.7% | +32.5% |
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