-30.9%
WULF vs S
-70.4%
+39.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.7% |
| 7D | -0.6% | +0.1% | -0.6% | -0.7% |
| 30D | -3.6% | -11.8% | +8.2% | +0.6% |
| 3M | -30.4% | +33.9% | -64.3% | -41.7% |
| 6M | +12.5% | +40.1% | -27.6% | -10.7% |
| YTD | +40.5% | +32.1% | +8.4% | +13.7% |
| 1Y | +53.0% | +11.0% | +41.9% | +34.1% |
| 3Y | +796.7% | +16.9% | +779.7% | +678.5% |
| 5Y | -30.9% | -68.9% | +38.0% | -10.0% |
| All | -30.9% | -70.4% | +39.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling