-34.4%
WULF vs PSLV
+6.6%
-41.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.6% | -13.2% | -13.5% |
| 7D | -20.9% | -0.1% | -20.9% | -21.1% |
| 30D | -32.7% | -15.6% | -17.0% | -26.8% |
| 3M | -44.2% | -16.6% | -27.6% | -38.8% |
| 6M | -57.1% | -28.5% | -28.6% | -50.4% |
| YTD | -12.3% | -28.7% | +16.4% | +1.6% |
| 1Y | -34.4% | +5.8% | -40.1% | -44.7% |
| All | -34.4% | +6.6% | -41.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling