+21.5%
WULF vs TRU
+225.6%
-204.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.7% |
| 7D | -0.6% | -9.4% | +8.8% | +3.4% |
| 30D | -3.6% | -4.1% | +0.5% | -2.3% |
| 3M | -30.4% | +13.6% | -44.0% | -36.1% |
| 6M | +12.5% | +3.6% | +8.9% | +6.6% |
| YTD | +40.5% | -9.8% | +50.3% | +39.4% |
| 1Y | +53.0% | -13.6% | +66.6% | +53.8% |
| 3Y | +796.7% | -2.0% | +798.6% | +764.5% |
| 5Y | -30.9% | -35.8% | +4.9% | -30.7% |
| 10Y | +76.1% | +142.9% | -66.8% | +73.8% |
| All | +21.5% | +225.6% | -204.1% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling