+39.2%
WULF vs UAL
+83.8%
-44.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | 0.0% |
| 7D | +29.4% | +0.7% | +28.7% | +29.1% |
| 30D | -1.3% | +7.8% | -9.1% | -4.2% |
| 3M | -24.1% | -11.1% | -13.1% | -20.6% |
| 6M | -42.8% | +16.1% | -58.9% | -46.0% |
| YTD | +13.5% | -0.5% | +14.0% | +13.7% |
| 1Y | +3.2% | +11.3% | -8.1% | -0.6% |
| 3Y | +1,230.6% | +192.8% | +1,037.8% | +864.4% |
| 5Y | -54.1% | +123.3% | -177.4% | -65.0% |
| All | +39.2% | +83.8% | -44.6% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling