-24.1%
WULF vs TOST
-49.0%
+24.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +9.1% |
| 7D | +21.9% | -0.9% | +22.8% | +22.3% |
| 30D | +4.6% | -3.5% | +8.0% | +5.3% |
| 3M | -30.9% | +38.1% | -69.1% | -42.3% |
| 6M | +29.9% | +9.9% | +20.0% | +18.7% |
| YTD | +55.4% | -6.3% | +61.7% | +50.9% |
| 1Y | +94.1% | -18.3% | +112.4% | +100.1% |
| 3Y | +892.2% | +59.7% | +832.5% | +621.4% |
| All | -24.1% | -49.0% | +24.9% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling