+86.1%
WULF vs PYPL
-20.5%
+106.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.4% |
| 7D | +7.6% | +2.4% | +5.1% | +7.1% |
| 30D | -8.6% | -5.1% | -3.5% | -7.5% |
| 3M | -37.0% | +28.6% | -65.5% | -40.5% |
| 6M | +7.4% | +17.9% | -10.5% | +2.9% |
| YTD | +43.7% | -5.3% | +49.0% | +47.7% |
| 1Y | +86.1% | -19.0% | +105.2% | +121.4% |
| All | +86.1% | -20.5% | +106.6% | +121.4% |
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