+39.2%
WULF vs TPR
+365.1%
-325.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +29.4% | -1.1% | +30.5% | +29.8% |
| 30D | -1.3% | +15.1% | -16.4% | -6.3% |
| 3M | -24.1% | -13.4% | -10.7% | -21.8% |
| 6M | -42.8% | +1.4% | -44.2% | -44.4% |
| YTD | +13.5% | +4.8% | +8.7% | +9.3% |
| 1Y | +3.2% | +29.2% | -26.0% | -7.0% |
| 3Y | +1,230.6% | +403.7% | +826.9% | +641.8% |
| 5Y | -54.1% | +230.8% | -284.9% | -71.9% |
| All | +39.2% | +365.1% | -325.9% | -24.3% |
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