-24.7%
WULF vs RUN
-81.0%
+56.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +1.4% | -3.7% | +5.1% | +2.6% |
| 30D | -2.6% | -13.0% | +10.4% | +1.3% |
| 3M | -34.0% | -31.8% | -2.2% | -27.2% |
| 6M | +10.0% | -32.2% | +42.2% | +20.9% |
| YTD | +45.7% | -53.5% | +99.2% | +73.8% |
| 1Y | +57.3% | -46.5% | +103.9% | +78.8% |
| 3Y | +878.9% | -37.6% | +916.6% | +660.4% |
| All | -24.7% | -81.0% | +56.2% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling