+82.7%
WULF vs PYPL
+44.3%
+38.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +1.4% | -2.3% | +3.6% | +2.2% |
| 30D | -2.6% | -9.0% | +6.4% | +1.1% |
| 3M | -34.0% | +30.6% | -64.5% | -42.5% |
| 6M | +10.0% | +18.6% | -8.6% | -0.6% |
| YTD | +45.7% | -7.2% | +52.9% | +44.0% |
| 1Y | +57.3% | -19.3% | +76.6% | +66.4% |
| 3Y | +878.9% | -12.3% | +891.2% | +933.1% |
| 5Y | -28.3% | -80.9% | +52.6% | -5.5% |
| All | +82.7% | +44.3% | +38.4% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling