-22.1%
WULF vs UAL
+22.8%
-44.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.0% | -14.6% | -12.3% |
| 7D | -12.8% | +11.9% | -24.7% | -20.9% |
| 30D | -20.9% | +5.2% | -26.1% | -24.4% |
| 3M | -38.0% | -12.7% | -25.3% | -32.0% |
| 6M | -47.5% | +28.5% | -76.0% | -57.1% |
| YTD | +1.8% | +3.5% | -1.7% | -5.4% |
| 1Y | -22.1% | +27.5% | -49.6% | -41.4% |
| All | -22.1% | +22.8% | -44.9% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling