+31.9%
WULF vs PYPL
+38.8%
-6.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | +15.6% | -4.3% | +19.9% | +17.6% |
| 30D | +5.7% | -11.5% | +17.2% | +10.7% |
| 3M | -32.3% | +26.1% | -58.4% | -39.5% |
| 6M | +23.7% | +13.7% | +10.0% | +14.6% |
| YTD | +49.1% | -9.8% | +58.9% | +49.4% |
| 1Y | +66.3% | -22.1% | +88.4% | +77.8% |
| 3Y | +851.7% | -13.5% | +865.2% | +909.9% |
| 5Y | -30.9% | -81.6% | +50.7% | -10.4% |
| 10Y | +86.9% | +38.8% | +48.1% | +141.2% |
| All | +31.9% | +38.8% | -6.9% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling