-30.9%
WULF vs U
-68.9%
+38.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.3% |
| 7D | -0.6% | 0.0% | -0.5% | -0.5% |
| 30D | -3.6% | -4.1% | +0.5% | -2.1% |
| 3M | -30.4% | +57.8% | -88.2% | -44.2% |
| 6M | +12.5% | +103.5% | -91.1% | -21.4% |
| YTD | +40.5% | -4.8% | +45.2% | +32.3% |
| 1Y | +53.0% | -2.4% | +55.4% | +40.5% |
| 3Y | +796.7% | +11.7% | +785.0% | +625.6% |
| 5Y | -30.9% | -68.9% | +38.0% | -33.4% |
| All | -30.9% | -68.9% | +38.0% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling