+86.1%
WULF vs S
+10.1%
+76.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +7.6% | -7.7% | +15.3% | +8.0% |
| 30D | -8.6% | -5.3% | -3.3% | -8.6% |
| 3M | -37.0% | +20.3% | -57.2% | -39.1% |
| 6M | +7.4% | +47.4% | -40.0% | -2.1% |
| YTD | +43.7% | +32.5% | +11.2% | +34.1% |
| 1Y | +86.1% | +9.5% | +76.6% | +85.3% |
| All | +86.1% | +10.1% | +76.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling