-60.5%
WULF vs PR
+222.5%
-283.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.9% | +10.9% | +11.9% |
| 7D | -3.1% | -16.4% | +13.3% | +5.4% |
| 30D | -21.0% | -1.9% | -19.1% | -20.5% |
| 3M | -35.5% | +8.0% | -43.4% | -38.3% |
| 6M | -55.8% | +4.1% | -59.9% | -57.7% |
| YTD | -1.0% | +58.7% | -59.7% | -24.9% |
| 1Y | -20.4% | +75.8% | -96.2% | -43.1% |
| 3Y | +972.6% | +73.2% | +899.5% | +673.5% |
| All | -60.5% | +222.5% | -283.1% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling