+23.7%
WULF vs PSKY
-10.2%
+33.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -3.6% |
| 7D | +15.6% | -6.8% | +22.4% | +16.2% |
| 30D | +5.7% | +10.2% | -4.5% | +5.0% |
| 3M | -32.3% | +0.3% | -32.6% | -31.5% |
| 6M | +23.7% | -7.8% | +31.4% | +27.1% |
| All | +23.7% | -10.2% | +33.8% | +27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling