+94.1%
WULF vs TOST
-18.7%
+112.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +8.2% |
| 7D | +21.9% | -0.9% | +22.8% | +21.9% |
| 30D | +4.6% | -3.5% | +8.0% | +4.5% |
| 3M | -30.9% | +38.1% | -69.1% | -33.7% |
| 6M | +29.9% | +9.9% | +20.0% | +27.9% |
| YTD | +55.4% | -6.3% | +61.7% | +52.8% |
| 1Y | +94.1% | -18.3% | +112.4% | +91.6% |
| All | +94.1% | -18.7% | +112.9% | +91.6% |
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