+76.1%
WULF vs UAL
+106.0%
-29.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.5% |
| 7D | -0.6% | -2.0% | +1.4% | +0.2% |
| 30D | -3.6% | -15.7% | +12.0% | +2.8% |
| 3M | -30.4% | +3.6% | -34.0% | -31.3% |
| 6M | +12.5% | +16.9% | -4.4% | +6.1% |
| YTD | +40.5% | -4.8% | +45.2% | +43.0% |
| 1Y | +53.0% | -0.9% | +53.9% | +53.8% |
| 3Y | +796.7% | +124.5% | +672.2% | +600.8% |
| 5Y | -30.9% | +140.2% | -171.0% | -47.3% |
| All | +76.1% | +106.0% | -29.9% | +45.7% |
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