+1,149.5%
WULF vs PTC
+29.1%
+1,120.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +11.0% | +0.5% | +10.5% | +10.8% |
| 30D | +9.4% | +1.2% | +8.1% | +9.0% |
| 3M | -22.6% | +27.4% | -50.0% | -29.4% |
| 6M | -45.4% | +39.2% | -84.6% | -53.8% |
| YTD | +9.8% | +12.5% | -2.7% | +11.0% |
| 1Y | +8.0% | +12.3% | -4.2% | +9.0% |
| 3Y | +1,149.5% | +28.8% | +1,120.7% | +994.8% |
| All | +1,149.5% | +29.1% | +1,120.4% | +994.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling