+1,025.4%
WULF vs PRU
+806.6%
+218.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +7.6% | +1.9% | +5.7% | +7.3% |
| 30D | -8.6% | +2.7% | -11.4% | -9.1% |
| 3M | -37.0% | +19.5% | -56.4% | -39.0% |
| 6M | +7.4% | +26.6% | -19.2% | +2.9% |
| YTD | +43.7% | +12.3% | +31.4% | +40.6% |
| 1Y | +86.1% | +18.0% | +68.1% | +80.5% |
| 3Y | +733.8% | +47.0% | +686.8% | +694.8% |
| 5Y | -33.6% | +48.4% | -82.0% | -36.5% |
| 10Y | +76.1% | +142.4% | -66.4% | +56.9% |
| All | +1,025.4% | +806.6% | +218.8% | +604.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling