-34.9%
WULF vs PR
+433.6%
-468.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.4% |
| 7D | +7.6% | +2.9% | +4.6% | +6.1% |
| 30D | -8.6% | +18.0% | -26.7% | -15.3% |
| 3M | -37.0% | +16.9% | -53.8% | -41.9% |
| 6M | +7.4% | +28.2% | -20.8% | -7.3% |
| YTD | +43.7% | +69.3% | -25.6% | +8.2% |
| 1Y | +86.1% | +69.5% | +16.6% | +37.6% |
| 3Y | +733.8% | +81.7% | +652.2% | +501.7% |
| All | -34.9% | +433.6% | -468.5% | -65.1% |
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