-24.7%
WULF vs TDY
+39.0%
-63.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.5% |
| 7D | +1.4% | -1.1% | +2.5% | +2.5% |
| 30D | -2.6% | -12.0% | +9.4% | +11.0% |
| 3M | -34.0% | -3.2% | -30.8% | -31.5% |
| 6M | +10.0% | -7.9% | +17.9% | +21.4% |
| YTD | +45.7% | +18.2% | +27.5% | +27.0% |
| 1Y | +57.3% | +6.7% | +50.7% | +50.8% |
| 3Y | +878.9% | +47.5% | +831.4% | +615.3% |
| All | -24.7% | +39.0% | -63.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling