+86.1%
WULF vs PRU
+19.0%
+67.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +7.6% | +1.9% | +5.7% | +6.8% |
| 30D | -8.6% | +2.7% | -11.4% | -9.7% |
| 3M | -37.0% | +19.5% | -56.4% | -43.0% |
| 6M | +7.4% | +26.6% | -19.2% | -7.1% |
| YTD | +43.7% | +12.3% | +31.4% | +29.0% |
| 1Y | +86.1% | +18.0% | +68.1% | +52.5% |
| All | +86.1% | +19.0% | +67.1% | +52.5% |
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