-24.7%
WULF vs TGT
-25.8%
+1.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +1.4% | -5.2% | +6.6% | +4.4% |
| 30D | -2.6% | +1.2% | -3.8% | -3.9% |
| 3M | -34.0% | +18.4% | -52.3% | -41.2% |
| 6M | +10.0% | +33.4% | -23.5% | -8.8% |
| YTD | +45.7% | +63.8% | -18.1% | +6.8% |
| 1Y | +57.3% | +77.2% | -19.8% | +9.3% |
| 3Y | +878.9% | +41.8% | +837.2% | +598.5% |
| All | -24.7% | -25.8% | +1.1% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling