-22.1%
WULF vs TD
+61.0%
-83.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.8% | -9.4% | -11.5% |
| 7D | -12.8% | +1.4% | -14.2% | -15.2% |
| 30D | -20.9% | +10.2% | -31.1% | -34.0% |
| 3M | -38.0% | +8.1% | -46.2% | -46.3% |
| 6M | -47.5% | +22.3% | -69.8% | -66.5% |
| YTD | +1.8% | +39.0% | -37.2% | -50.3% |
| 1Y | -22.1% | +62.6% | -84.7% | -70.2% |
| All | -22.1% | +61.0% | -83.1% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling