+86.1%
WULF vs PTC
-33.3%
+119.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.8% | -0.3% |
| 7D | +7.6% | -10.3% | +17.8% | +3.7% |
| 30D | -8.6% | +1.1% | -9.8% | -7.9% |
| 3M | -37.0% | +1.6% | -38.6% | -33.7% |
| 6M | +7.4% | -13.5% | +20.9% | +16.1% |
| YTD | +43.7% | -19.1% | +62.7% | +60.6% |
| 1Y | +86.1% | -33.9% | +120.0% | +102.6% |
| All | +86.1% | -33.3% | +119.4% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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