+8.0%
WULF vs S
+30.9%
-22.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +11.0% | +2.0% | +9.0% | +10.8% |
| 30D | +9.4% | -2.7% | +12.1% | +10.3% |
| 3M | -22.6% | -6.9% | -15.7% | -20.9% |
| 6M | -45.4% | +38.1% | -83.5% | -45.9% |
| YTD | +9.8% | +48.0% | -38.2% | +6.1% |
| 1Y | +8.0% | +34.5% | -26.4% | +7.0% |
| All | +8.0% | +30.9% | -22.8% | +7.0% |
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