-22.1%
WULF vs PRU
+27.9%
-49.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.6% | -13.2% | -7.7% |
| 7D | -12.8% | +9.8% | -22.6% | -14.5% |
| 30D | -20.9% | +11.6% | -32.5% | -23.0% |
| 3M | -38.0% | +3.7% | -41.7% | -38.2% |
| 6M | -47.5% | +33.0% | -80.5% | -55.1% |
| YTD | +1.8% | +16.6% | -14.8% | -11.3% |
| 1Y | -22.1% | +26.9% | -49.0% | -34.8% |
| All | -22.1% | +27.9% | -49.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling