+901.8%
WULF vs U
+11.2%
+890.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | +15.6% | +4.4% | +11.2% | +13.5% |
| 30D | +5.7% | -1.3% | +7.0% | +6.1% |
| 3M | -32.3% | +49.6% | -81.9% | -45.3% |
| 6M | +23.7% | +100.2% | -76.5% | -15.7% |
| YTD | +49.1% | -3.7% | +52.8% | +40.5% |
| 1Y | +66.3% | -6.5% | +72.8% | +56.4% |
| All | +901.8% | +11.2% | +890.5% | +1,039.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling