+229.3%
WULF vs PSKY
-44.8%
+274.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.3% | -6.0% |
| 7D | -0.6% | -6.0% | +5.4% | +0.5% |
| 30D | -3.6% | +10.7% | -14.3% | -5.4% |
| 3M | -30.4% | +1.2% | -31.6% | -30.8% |
| 6M | +12.5% | +1.5% | +11.0% | +11.4% |
| YTD | +40.5% | -21.8% | +62.2% | +43.9% |
| 1Y | +53.0% | -30.2% | +83.2% | +58.1% |
| 3Y | +796.7% | -20.1% | +816.8% | +774.3% |
| 5Y | -30.9% | -70.5% | +39.6% | -24.5% |
| 10Y | +76.1% | -75.2% | +151.4% | +86.3% |
| All | +229.3% | -44.8% | +274.0% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling