+203.9%
WULF vs PSLV
+109.5%
+94.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +1.4% | -3.5% | +4.8% | +2.4% |
| 30D | -2.6% | -2.1% | -0.5% | -1.8% |
| 3M | -34.0% | -1.6% | -32.3% | -33.8% |
| 6M | +10.0% | -25.5% | +35.5% | +18.7% |
| YTD | +45.7% | -11.4% | +57.1% | +48.5% |
| 1Y | +57.3% | +48.6% | +8.7% | +39.9% |
| 3Y | +878.9% | +166.9% | +712.1% | +662.9% |
| 5Y | -28.3% | +152.4% | -180.7% | -43.7% |
| 10Y | +82.7% | +187.8% | -105.1% | +39.7% |
| All | +203.9% | +109.5% | +94.4% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling