+878.9%
WULF vs TW
+19.1%
+859.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.6% |
| 7D | +1.4% | -4.5% | +5.9% | +1.0% |
| 30D | -2.6% | -2.3% | -0.4% | -2.8% |
| 3M | -34.0% | +2.6% | -36.6% | -34.2% |
| 6M | +10.0% | -17.5% | +27.5% | +12.3% |
| YTD | +45.7% | -5.3% | +51.0% | +45.2% |
| 1Y | +57.3% | -14.8% | +72.1% | +61.2% |
| 3Y | +878.9% | +18.8% | +860.1% | +856.3% |
| All | +878.9% | +19.1% | +859.9% | +856.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling