+86.1%
WULF vs TRV
+34.7%
+51.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +0.6% |
| 7D | +7.6% | -0.1% | +7.7% | +7.2% |
| 30D | -8.6% | -3.4% | -5.2% | -11.6% |
| 3M | -37.0% | +26.4% | -63.4% | -20.9% |
| 6M | +7.4% | +19.3% | -11.9% | +26.8% |
| YTD | +43.7% | +28.3% | +15.4% | +86.8% |
| 1Y | +86.1% | +34.3% | +51.9% | +149.1% |
| All | +86.1% | +34.7% | +51.4% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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