+76.1%
WULF vs TPR
+318.3%
-242.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.4% |
| 7D | -0.6% | -5.1% | +4.6% | +1.0% |
| 30D | -3.6% | -27.6% | +23.9% | +6.0% |
| 3M | -30.4% | -17.5% | -12.9% | -27.0% |
| 6M | +12.5% | -21.3% | +33.8% | +20.1% |
| YTD | +40.5% | -8.5% | +48.9% | +42.4% |
| 1Y | +53.0% | +11.5% | +41.5% | +45.3% |
| 3Y | +796.7% | +288.0% | +508.6% | +449.5% |
| 5Y | -30.9% | +225.2% | -256.0% | -56.1% |
| All | +76.1% | +318.3% | -242.2% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling