+1,762.4%
WULF vs PSA
+7,459.3%
-5,696.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | +15.6% | -2.2% | +17.8% | +15.9% |
| 30D | +5.7% | -9.6% | +15.3% | +6.8% |
| 3M | -32.3% | -7.9% | -24.4% | -31.9% |
| 6M | +23.7% | -2.0% | +25.7% | +23.6% |
| YTD | +49.1% | +15.7% | +33.3% | +46.5% |
| 1Y | +66.3% | +5.8% | +60.5% | +64.8% |
| 3Y | +851.7% | +21.6% | +830.1% | +829.4% |
| 5Y | -30.9% | +13.1% | -44.1% | -32.3% |
| 10Y | +86.9% | +101.3% | -14.3% | +75.5% |
| All | +1,762.4% | +7,459.3% | -5,696.9% | +1,775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling