+878.9%
WULF vs PSA
+22.3%
+856.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | +1.4% | -1.8% | +3.2% | +2.2% |
| 30D | -2.6% | -8.4% | +5.8% | +0.9% |
| 3M | -34.0% | -7.8% | -26.1% | -32.6% |
| 6M | +10.0% | +0.8% | +9.2% | +6.4% |
| YTD | +45.7% | +16.5% | +29.2% | +30.7% |
| 1Y | +57.3% | +4.7% | +52.6% | +48.7% |
| 3Y | +878.9% | +21.1% | +857.9% | +691.2% |
| All | +878.9% | +22.3% | +856.7% | +691.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling