-30.9%
WULF vs SPOT
+111.2%
-142.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.5% | -5.7% |
| 7D | -0.6% | -6.9% | +6.3% | +2.7% |
| 30D | -3.6% | +4.1% | -7.8% | -6.4% |
| 3M | -30.4% | +3.7% | -34.1% | -33.5% |
| 6M | +12.5% | -1.6% | +14.1% | +8.3% |
| YTD | +40.5% | -10.2% | +50.6% | +38.9% |
| 1Y | +53.0% | -25.9% | +78.9% | +67.9% |
| 3Y | +796.7% | +235.6% | +561.1% | +290.3% |
| 5Y | -30.9% | +110.6% | -141.5% | -75.3% |
| All | -30.9% | +111.2% | -142.1% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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