+82.7%
WULF vs TRV
+306.9%
-224.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.4% |
| 7D | +1.4% | +1.9% | -0.5% | +1.1% |
| 30D | -2.6% | +1.7% | -4.3% | -2.9% |
| 3M | -34.0% | +23.9% | -57.8% | -36.5% |
| 6M | +10.0% | +26.3% | -16.3% | +5.3% |
| YTD | +45.7% | +30.8% | +14.9% | +38.2% |
| 1Y | +57.3% | +36.3% | +21.0% | +47.6% |
| 3Y | +878.9% | +145.0% | +733.9% | +711.5% |
| 5Y | -28.3% | +163.9% | -192.2% | -41.6% |
| All | +82.7% | +306.9% | -224.3% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling