-24.7%
WULF vs SPXU
-86.1%
+61.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +1.7% |
| 7D | +1.4% | +2.5% | -1.1% | +3.7% |
| 30D | -2.6% | +4.2% | -6.8% | +1.3% |
| 3M | -34.0% | -9.3% | -24.7% | -37.6% |
| 6M | +10.0% | -30.7% | +40.7% | -11.9% |
| YTD | +45.7% | -28.1% | +73.8% | +23.5% |
| 1Y | +57.3% | -35.2% | +92.6% | +26.3% |
| 3Y | +878.9% | -79.9% | +958.9% | +411.0% |
| All | -24.7% | -86.1% | +61.4% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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