-22.1%
WULF vs TRV
+54.4%
-76.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.5% | -10.1% | -3.1% |
| 7D | -12.8% | +3.9% | -16.7% | -9.1% |
| 30D | -20.9% | +13.5% | -34.4% | -10.1% |
| 3M | -38.0% | +8.9% | -46.9% | -32.3% |
| 6M | -47.5% | +36.8% | -84.3% | -25.9% |
| YTD | +1.8% | +42.7% | -40.9% | +53.1% |
| 1Y | -22.1% | +49.9% | -71.9% | +24.1% |
| All | -22.1% | +54.4% | -76.5% | +24.1% |
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