+878.9%
WULF vs PSKY
-18.9%
+897.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | -2.6% | +11.6% | -14.2% | -4.8% |
| 3M | -34.0% | +1.5% | -35.5% | -34.4% |
| 6M | +10.0% | +7.7% | +2.3% | +7.6% |
| YTD | +45.7% | -20.1% | +65.8% | +50.5% |
| 1Y | +57.3% | -38.3% | +95.6% | +71.6% |
| 3Y | +878.9% | -17.7% | +896.7% | +931.7% |
| All | +878.9% | -18.9% | +897.9% | +931.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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