+147.8%
WULF vs TW
+211.2%
-63.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +15.6% | -0.5% | +16.1% | +15.7% |
| 30D | +5.7% | -0.6% | +6.3% | +5.8% |
| 3M | -32.3% | +3.4% | -35.7% | -33.9% |
| 6M | +23.7% | -18.4% | +42.1% | +29.0% |
| YTD | +49.1% | -3.9% | +53.0% | +45.9% |
| 1Y | +66.3% | -13.3% | +79.6% | +68.9% |
| 3Y | +851.7% | +20.8% | +830.8% | +732.3% |
| 5Y | -30.9% | +20.3% | -51.2% | -42.2% |
| All | +147.8% | +211.2% | -63.5% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling