+76.1%
WULF vs TAP
-50.5%
+126.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | -0.6% | -5.3% | +4.7% | -0.2% |
| 30D | -3.6% | -7.4% | +3.7% | -3.2% |
| 3M | -30.4% | -4.9% | -25.5% | -30.4% |
| 6M | +12.5% | -14.2% | +26.7% | +13.5% |
| YTD | +40.5% | -14.8% | +55.3% | +41.5% |
| 1Y | +53.0% | -18.1% | +71.1% | +54.6% |
| 3Y | +796.7% | -32.7% | +829.4% | +824.0% |
| 5Y | -30.9% | -0.5% | -30.4% | -30.7% |
| All | +76.1% | -50.5% | +126.6% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling