-30.9%
WULF vs TPR
+225.0%
-255.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.1% |
| 7D | +15.6% | -7.3% | +22.9% | +20.7% |
| 30D | +5.7% | -30.7% | +36.5% | +29.6% |
| 3M | -32.3% | -21.6% | -10.7% | -23.9% |
| 6M | +23.7% | -21.3% | +45.0% | +38.5% |
| YTD | +49.1% | -10.2% | +59.3% | +52.0% |
| 1Y | +66.3% | +9.5% | +56.8% | +47.8% |
| 3Y | +851.7% | +280.8% | +570.9% | +173.5% |
| 5Y | -30.9% | +218.7% | -249.6% | -79.7% |
| All | -30.9% | +225.0% | -255.9% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling