+82.7%
WULF vs TRU
+147.2%
-64.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | +1.4% | -2.7% | +4.1% | +2.6% |
| 30D | -2.6% | -2.0% | -0.6% | -2.1% |
| 3M | -34.0% | +18.4% | -52.4% | -41.0% |
| 6M | +10.0% | +8.9% | +1.1% | +1.3% |
| YTD | +45.7% | -8.9% | +54.6% | +43.7% |
| 1Y | +57.3% | -15.9% | +73.2% | +60.6% |
| 3Y | +878.9% | -1.1% | +880.0% | +832.5% |
| 5Y | -28.3% | -35.2% | +6.9% | -28.1% |
| All | +82.7% | +147.2% | -64.5% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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