+86.1%
WULF vs TPR
+18.2%
+68.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +7.6% | -2.7% | +10.2% | +8.7% |
| 30D | -8.6% | -23.3% | +14.6% | +1.0% |
| 3M | -37.0% | -12.8% | -24.2% | -35.0% |
| 6M | +7.4% | -21.7% | +29.1% | +15.9% |
| YTD | +43.7% | -3.9% | +47.6% | +48.5% |
| 1Y | +86.1% | +16.9% | +69.2% | +74.9% |
| All | +86.1% | +18.2% | +68.0% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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