+1,149.5%
WULF vs REPL
+97.7%
+1,051.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +11.0% | +1.2% | +9.7% | +10.9% |
| 30D | +9.4% | +92.2% | -82.8% | +7.0% |
| 3M | -22.6% | +44.1% | -66.7% | -23.7% |
| 6M | -45.4% | +313.0% | -358.4% | -49.1% |
| YTD | +9.8% | +125.2% | -115.4% | +1.7% |
| 1Y | +8.0% | +143.8% | -135.7% | -0.4% |
| 3Y | +1,149.5% | +104.2% | +1,045.3% | +826.1% |
| All | +1,149.5% | +97.7% | +1,051.8% | +826.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling