-30.9%
WULF vs THC
+258.2%
-289.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -5.2% |
| 7D | +15.6% | +4.1% | +11.5% | +14.1% |
| 30D | +5.7% | +3.5% | +2.2% | +4.3% |
| 3M | -32.3% | +61.7% | -94.0% | -43.4% |
| 6M | +23.7% | +11.8% | +11.8% | +17.1% |
| YTD | +49.1% | +35.4% | +13.7% | +31.2% |
| 1Y | +66.3% | +37.0% | +29.3% | +44.3% |
| 3Y | +851.7% | +260.1% | +591.6% | +409.7% |
| 5Y | -30.9% | +262.6% | -293.5% | -64.8% |
| All | -30.9% | +258.2% | -289.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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