-45.4%
WULF vs PWR
-22.9%
-22.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.5% |
| 7D | +11.0% | +11.3% | -0.3% | -1.2% |
| 30D | +9.4% | -8.9% | +18.2% | +19.7% |
| 3M | -22.6% | -10.5% | -12.1% | -13.1% |
| 6M | -45.4% | -22.2% | -23.2% | -27.0% |
| All | -45.4% | -22.9% | -22.5% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling