+901.8%
WULF vs S
+13.6%
+888.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | +15.6% | -1.2% | +16.8% | +16.2% |
| 30D | +5.7% | -12.6% | +18.3% | +11.2% |
| 3M | -32.3% | +27.6% | -59.9% | -43.4% |
| 6M | +23.7% | +35.5% | -11.8% | -4.3% |
| YTD | +49.1% | +29.6% | +19.5% | +16.9% |
| 1Y | +66.3% | +8.1% | +58.2% | +45.4% |
| All | +901.8% | +13.6% | +888.1% | +775.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling