-22.1%
WULF vs S
+36.5%
-58.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.3% | -6.7% |
| 7D | -12.8% | -8.2% | -4.6% | -12.3% |
| 30D | -20.9% | -7.6% | -13.3% | -20.9% |
| 3M | -38.0% | +12.0% | -50.0% | -37.5% |
| 6M | -47.5% | +50.6% | -98.1% | -49.1% |
| YTD | +1.8% | +56.6% | -54.8% | -3.5% |
| 1Y | -22.1% | +39.2% | -61.3% | -23.5% |
| All | -22.1% | +36.5% | -58.5% | -23.5% |
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