-55.8%
WULF vs TOST
+20.6%
-76.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.4% | +14.2% | +12.6% |
| 7D | -3.1% | +9.4% | -12.5% | -1.8% |
| 30D | -21.0% | +13.5% | -34.5% | -20.1% |
| 3M | -35.5% | -0.1% | -35.3% | -36.1% |
| 6M | -55.8% | +22.5% | -78.3% | -55.9% |
| All | -55.8% | +20.6% | -76.4% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling