+469.2%
WULF vs U
-41.4%
+510.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +2.0% |
| 7D | +1.4% | +5.5% | -4.1% | -0.5% |
| 30D | -2.6% | -1.3% | -1.3% | -2.3% |
| 3M | -34.0% | +64.6% | -98.5% | -46.2% |
| 6M | +10.0% | +119.4% | -109.4% | -21.1% |
| YTD | +45.7% | -0.5% | +46.2% | +36.5% |
| 1Y | +57.3% | +1.3% | +56.0% | +44.9% |
| 3Y | +878.9% | +15.6% | +863.3% | +712.5% |
| 5Y | -28.3% | -67.5% | +39.2% | -38.0% |
| All | +469.2% | -41.4% | +510.6% | +458.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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