+34.7%
WULF vs UAL
+80.6%
-45.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.5% |
| 7D | +11.0% | -3.0% | +14.0% | +12.4% |
| 30D | +9.4% | +10.5% | -1.1% | +4.9% |
| 3M | -22.6% | -13.5% | -9.1% | -18.1% |
| 6M | -45.4% | +14.2% | -59.6% | -48.1% |
| YTD | +9.8% | -2.2% | +12.1% | +10.8% |
| 1Y | +8.0% | +12.5% | -4.4% | +3.7% |
| 3Y | +1,149.5% | +186.8% | +962.7% | +812.8% |
| 5Y | -55.6% | +119.4% | -175.0% | -65.9% |
| All | +34.7% | +80.6% | -45.9% | +6.5% |
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