+209.6%
WULF vs SPXU
-100.0%
+309.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.6% | -5.2% |
| 7D | -0.6% | +6.4% | -6.9% | +1.3% |
| 30D | -3.6% | +5.9% | -9.6% | -1.8% |
| 3M | -30.4% | -11.7% | -18.7% | -32.0% |
| 6M | +12.5% | -28.7% | +41.2% | +5.6% |
| YTD | +40.5% | -26.4% | +66.8% | +34.6% |
| 1Y | +53.0% | -35.2% | +88.2% | +43.4% |
| 3Y | +796.7% | -79.8% | +876.5% | +652.8% |
| 5Y | -30.9% | -86.1% | +55.2% | -40.5% |
| 10Y | +76.1% | -99.5% | +175.6% | +29.3% |
| All | +209.6% | -100.0% | +309.6% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling