-55.4%
WULF vs PRU
+42.9%
-98.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +0.5% |
| 7D | +0.2% | +3.8% | -3.5% | -3.6% |
| 30D | -8.8% | +9.0% | -17.8% | -16.7% |
| 3M | -22.5% | +2.1% | -24.6% | -25.1% |
| 6M | -46.3% | +25.4% | -71.7% | -58.3% |
| YTD | +9.3% | +13.5% | -4.2% | -6.8% |
| 1Y | -12.2% | +21.3% | -33.5% | -30.2% |
| 3Y | +1,181.6% | +55.1% | +1,126.5% | +750.3% |
| 5Y | -55.4% | +43.6% | -99.0% | -63.1% |
| All | -55.4% | +42.9% | -98.3% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling