+34.7%
WULF vs TAP
-46.0%
+80.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.5% | -3.3% |
| 7D | +11.0% | +1.3% | +9.7% | +11.0% |
| 30D | +9.4% | +5.7% | +3.6% | +8.9% |
| 3M | -22.6% | -1.9% | -20.7% | -22.7% |
| 6M | -45.4% | +0.9% | -46.4% | -45.7% |
| YTD | +9.8% | -9.5% | +19.3% | +10.1% |
| 1Y | +8.0% | -9.0% | +17.0% | +8.1% |
| 3Y | +1,149.5% | -22.2% | +1,171.8% | +1,168.2% |
| 5Y | -55.6% | +1.2% | -56.8% | -55.6% |
| All | +34.7% | -46.0% | +80.7% | +32.8% |
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