+385.4%
WULF vs PWR
+8,787.2%
-8,401.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.3% | +5.8% | +7.9% |
| 7D | +21.9% | +4.5% | +17.4% | +21.3% |
| 30D | +4.6% | -4.9% | +9.5% | +5.3% |
| 3M | -30.9% | -7.9% | -23.1% | -30.0% |
| 6M | +29.9% | +18.3% | +11.5% | +28.4% |
| YTD | +55.4% | +51.5% | +3.9% | +49.8% |
| 1Y | +94.1% | +70.3% | +23.8% | +85.2% |
| 3Y | +892.2% | +210.6% | +681.6% | +814.1% |
| 5Y | -26.7% | +456.7% | -483.4% | -34.3% |
| 10Y | +94.0% | +2,396.1% | -2,302.1% | +66.0% |
| All | +385.4% | +8,787.2% | -8,401.7% | +248.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling