+381.2%
WULF vs SOUN
-25.7%
+406.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.7% |
| 7D | +15.6% | -4.4% | +20.0% | +16.8% |
| 30D | +5.7% | -13.1% | +18.9% | +9.3% |
| 3M | -32.3% | -7.7% | -24.6% | -31.2% |
| 6M | +23.7% | -21.2% | +44.9% | +28.3% |
| YTD | +49.1% | -35.0% | +84.1% | +62.9% |
| 1Y | +66.3% | -56.4% | +122.7% | +99.5% |
| 3Y | +851.7% | +181.7% | +669.9% | +548.4% |
| All | +381.2% | -25.7% | +406.9% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 all: compounded portfolio wealth divided by compounded SOUN 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…
all analysis · Full analysis span regression · 6 months rolling