-23.8%
WULF vs TDY
+24.0%
-47.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.8% | -1.9% | 0.0% |
| 7D | -12.8% | -5.0% | -7.8% | -6.1% |
| 30D | -20.9% | +2.0% | -22.9% | -22.3% |
| 3M | -38.0% | -7.7% | -30.3% | -30.4% |
| 6M | -47.5% | -0.9% | -46.6% | -45.9% |
| YTD | +1.8% | +23.7% | -21.9% | -19.9% |
| All | -23.8% | +24.0% | -47.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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