+34.7%
WULF vs PRU
+99.2%
-64.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.6% |
| 7D | +11.0% | +3.6% | +7.4% | +9.3% |
| 30D | +9.4% | +8.9% | +0.5% | +4.8% |
| 3M | -22.6% | +0.2% | -22.8% | -23.1% |
| 6M | -45.4% | +23.7% | -69.2% | -51.1% |
| YTD | +9.8% | +13.7% | -3.9% | +2.2% |
| 1Y | +8.0% | +20.6% | -12.6% | -2.2% |
| 3Y | +1,149.5% | +56.3% | +1,093.2% | +960.8% |
| 5Y | -55.6% | +42.3% | -97.9% | -60.9% |
| All | +34.7% | +99.2% | -64.5% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling