+901.8%
WULF vs PWR
+203.1%
+698.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.0% |
| 7D | +15.6% | +2.7% | +12.9% | +12.7% |
| 30D | +5.7% | -5.1% | +10.9% | +12.2% |
| 3M | -32.3% | -9.4% | -22.9% | -24.4% |
| 6M | +23.7% | +10.4% | +13.3% | +10.7% |
| YTD | +49.1% | +48.6% | +0.4% | -4.7% |
| 1Y | +66.3% | +68.0% | -1.7% | -7.5% |
| All | +901.8% | +203.1% | +698.7% | +278.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling