+329.1%
WULF vs U
-29.6%
+358.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.2% | -8.5% | -5.2% |
| 7D | +11.0% | +2.6% | +8.4% | +9.7% |
| 30D | +9.4% | +27.6% | -18.2% | -1.5% |
| 3M | -22.6% | +15.3% | -38.0% | -27.9% |
| 6M | -45.4% | +96.4% | -141.8% | -59.1% |
| YTD | +9.8% | +19.6% | -9.7% | -5.4% |
| 1Y | +8.0% | +42.1% | -34.1% | -12.8% |
| 3Y | +1,149.5% | +87.5% | +1,062.0% | +763.5% |
| 5Y | -55.6% | -73.1% | +17.6% | -65.2% |
| All | +329.1% | -29.6% | +358.7% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling