-27.2%
WULF vs TOST
-50.3%
+23.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.9% |
| 7D | +15.6% | -4.7% | +20.3% | +18.1% |
| 30D | +5.7% | -9.1% | +14.8% | +9.7% |
| 3M | -32.3% | +29.8% | -62.1% | -41.7% |
| 6M | +23.7% | +10.0% | +13.6% | +12.9% |
| YTD | +49.1% | -8.6% | +57.7% | +46.5% |
| 1Y | +66.3% | -20.7% | +87.0% | +73.9% |
| 3Y | +851.7% | +55.7% | +796.0% | +600.4% |
| All | -27.2% | -50.3% | +23.1% | -44.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling