+881.7%
WULF vs TRI
+499.2%
+382.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.5% |
| 7D | -0.6% | -14.4% | +13.8% | +2.4% |
| 30D | -3.6% | -8.1% | +4.5% | -2.4% |
| 3M | -30.4% | +17.5% | -47.9% | -34.5% |
| 6M | +12.5% | -5.0% | +17.4% | +10.0% |
| YTD | +40.5% | -24.7% | +65.2% | +44.7% |
| 1Y | +53.0% | -41.5% | +94.5% | +69.7% |
| 3Y | +796.7% | -20.3% | +817.0% | +817.2% |
| 5Y | -30.9% | -10.9% | -19.9% | -30.9% |
| 10Y | +76.1% | +190.6% | -114.5% | +43.0% |
| All | +881.7% | +499.2% | +382.5% | +532.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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