+23.7%
WULF vs TD
+28.4%
-4.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -2.0% |
| 7D | +15.6% | -1.9% | +17.5% | +19.6% |
| 30D | +5.7% | -1.6% | +7.3% | +9.4% |
| 3M | -32.3% | +4.6% | -36.9% | -40.7% |
| 6M | +23.7% | +26.8% | -3.1% | -36.4% |
| All | +23.7% | +28.4% | -4.7% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling