+34.7%
WULF vs PWR
+1,844.4%
-1,809.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +11.0% | +11.3% | -0.3% | +3.4% |
| 30D | +9.4% | -8.9% | +18.2% | +17.0% |
| 3M | -22.6% | -10.5% | -12.1% | -15.7% |
| 6M | -45.4% | -22.2% | -23.2% | -34.5% |
| YTD | +9.8% | +42.7% | -32.9% | -7.6% |
| 1Y | +8.0% | +41.1% | -33.1% | -7.6% |
| 3Y | +1,149.5% | +242.7% | +906.8% | +646.3% |
| 5Y | -55.6% | +418.5% | -474.1% | -76.0% |
| All | +34.7% | +1,844.4% | -1,809.7% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling