+57.3%
WULF vs TEVA
+89.1%
-31.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.3% |
| 7D | +1.4% | +2.0% | -0.6% | +1.1% |
| 30D | -2.6% | +1.0% | -3.6% | -2.8% |
| 3M | -34.0% | +7.3% | -41.3% | -34.7% |
| 6M | +10.0% | +21.7% | -11.7% | +3.2% |
| YTD | +45.7% | +18.8% | +26.9% | +38.6% |
| 1Y | +57.3% | +86.5% | -29.1% | +35.6% |
| All | +57.3% | +89.1% | -31.8% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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