+82.7%
WULF vs TAP
-49.9%
+132.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | +1.4% | -3.9% | +5.3% | +1.6% |
| 30D | -2.6% | -5.3% | +2.6% | -2.4% |
| 3M | -34.0% | -3.8% | -30.2% | -34.0% |
| 6M | +10.0% | -11.4% | +21.4% | +10.7% |
| YTD | +45.7% | -13.7% | +59.4% | +46.6% |
| 1Y | +57.3% | -17.2% | +74.5% | +58.9% |
| 3Y | +878.9% | -33.1% | +912.0% | +910.0% |
| 5Y | -28.3% | +0.8% | -29.1% | -28.2% |
| All | +82.7% | -49.9% | +132.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TAP 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling