+86.1%
WULF vs PWR
+66.5%
+19.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | +7.6% | +3.6% | +4.0% | +3.8% |
| 30D | -8.6% | -8.6% | -0.1% | +0.3% |
| 3M | -37.0% | -13.2% | -23.8% | -27.4% |
| 6M | +7.4% | +9.9% | -2.5% | -2.4% |
| YTD | +43.7% | +48.0% | -4.3% | -1.1% |
| 1Y | +86.1% | +66.2% | +20.0% | +39.0% |
| All | +86.1% | +66.5% | +19.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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