+878.9%
WULF vs TRU
-1.3%
+880.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.2% |
| 7D | +1.4% | -2.7% | +4.1% | +2.7% |
| 30D | -2.6% | -2.0% | -0.6% | -2.1% |
| 3M | -34.0% | +18.4% | -52.4% | -42.1% |
| 6M | +10.0% | +8.9% | +1.1% | -0.2% |
| YTD | +45.7% | -8.9% | +54.6% | +44.2% |
| 1Y | +57.3% | -15.9% | +73.2% | +63.3% |
| 3Y | +878.9% | -1.1% | +880.0% | +1,078.0% |
| All | +878.9% | -1.3% | +880.2% | +1,078.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling