-22.1%
WULF vs TRMB
-31.2%
+9.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -17.3% | +10.7% | -2.2% |
| 7D | -12.8% | -15.7% | +2.9% | -9.1% |
| 30D | -20.9% | -7.8% | -13.1% | -19.2% |
| 3M | -38.0% | -9.3% | -28.7% | -36.3% |
| 6M | -47.5% | -20.8% | -26.7% | -38.8% |
| YTD | +1.8% | -30.8% | +32.6% | +30.9% |
| 1Y | -22.1% | -31.0% | +8.9% | +0.8% |
| All | -22.1% | -31.2% | +9.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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