-22.1%
WULF vs TOST
+2.2%
-24.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.5% | -12.1% | -6.6% |
| 7D | -12.8% | +10.7% | -23.6% | -12.8% |
| 30D | -20.9% | +17.7% | -38.6% | -21.0% |
| 3M | -38.0% | +4.6% | -42.6% | -38.3% |
| 6M | -47.5% | +20.3% | -67.8% | -48.5% |
| YTD | +1.8% | -0.4% | +2.2% | -1.7% |
| 1Y | -22.1% | -0.8% | -21.3% | -25.0% |
| All | -22.1% | +2.2% | -24.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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