+878.9%
WULF vs RUN
-39.0%
+917.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +1.4% | -3.7% | +5.1% | +2.3% |
| 30D | -2.6% | -13.0% | +10.4% | +0.5% |
| 3M | -34.0% | -31.8% | -2.2% | -28.7% |
| 6M | +10.0% | -32.2% | +42.2% | +18.7% |
| YTD | +45.7% | -53.5% | +99.2% | +67.4% |
| 1Y | +57.3% | -46.5% | +103.9% | +75.3% |
| 3Y | +878.9% | -37.6% | +916.6% | +833.5% |
| All | +878.9% | -39.0% | +917.9% | +833.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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