-22.1%
WULF vs TGT
+86.7%
-108.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.6% | -12.3% | -7.0% |
| 7D | -12.8% | +9.5% | -22.3% | -14.0% |
| 30D | -20.9% | +6.6% | -27.5% | -21.7% |
| 3M | -38.0% | +11.0% | -49.0% | -39.9% |
| 6M | -47.5% | +29.9% | -77.4% | -53.1% |
| YTD | +1.8% | +71.4% | -69.6% | -20.2% |
| 1Y | -22.1% | +88.6% | -110.7% | -41.5% |
| All | -22.1% | +86.7% | -108.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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