-22.1%
WULF vs PYPL
-9.5%
-12.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.4% | -10.0% | -6.7% |
| 7D | -12.8% | +6.5% | -19.3% | -13.1% |
| 30D | -20.9% | +10.6% | -31.5% | -21.4% |
| 3M | -38.0% | +3.1% | -41.1% | -37.8% |
| 6M | -47.5% | +20.2% | -67.7% | -47.7% |
| YTD | +1.8% | +4.0% | -2.2% | +1.1% |
| 1Y | -22.1% | -7.9% | -14.2% | -15.8% |
| All | -22.1% | -9.5% | -12.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 1y: compounded portfolio wealth divided by compounded PYPL 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…
1y analysis · Full analysis span regression · 6 months rolling