-51.7%
WULF vs TOST
-46.9%
-4.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.4% | +14.2% | +13.4% |
| 7D | -3.1% | +9.4% | -12.5% | -7.5% |
| 30D | -21.0% | +13.5% | -34.5% | -25.9% |
| 3M | -35.5% | -0.1% | -35.3% | -36.6% |
| 6M | -55.8% | +22.5% | -78.3% | -61.8% |
| YTD | -1.0% | -2.4% | +1.3% | -6.6% |
| 1Y | -20.4% | -4.7% | -15.7% | -24.1% |
| 3Y | +972.6% | +103.2% | +869.4% | +594.0% |
| 5Y | -54.5% | -41.2% | -13.2% | -67.1% |
| All | -51.7% | -46.9% | -4.8% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling