-22.1%
WULF vs TSCO
-28.6%
+6.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.2% | -10.8% | -5.8% |
| 7D | -12.8% | +15.7% | -28.5% | -10.6% |
| 30D | -20.9% | +16.4% | -37.3% | -18.8% |
| 3M | -38.0% | +11.2% | -49.2% | -36.4% |
| 6M | -47.5% | +14.9% | -62.4% | -45.5% |
| YTD | +1.8% | -25.4% | +27.2% | +20.2% |
| 1Y | -22.1% | -29.4% | +7.3% | -8.9% |
| All | -22.1% | -28.6% | +6.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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