+82.7%
WULF vs PWR
+2,544.4%
-2,461.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +0.4% |
| 7D | +1.4% | +4.2% | -2.8% | -1.1% |
| 30D | -2.6% | -4.0% | +1.4% | +0.2% |
| 3M | -34.0% | -4.8% | -29.2% | -31.4% |
| 6M | +10.0% | +14.6% | -4.7% | +3.3% |
| YTD | +45.7% | +54.2% | -8.5% | +15.4% |
| 1Y | +57.3% | +67.1% | -9.8% | +19.9% |
| 3Y | +878.9% | +218.5% | +660.5% | +483.9% |
| 5Y | -28.3% | +466.3% | -494.6% | -63.4% |
| All | +82.7% | +2,544.4% | -2,461.8% | -18.6% |
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