-53.5%
WULF vs UAL
+129.5%
-183.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.7% |
| 7D | +14.2% | +2.3% | +11.9% | +13.0% |
| 30D | -0.1% | +13.3% | -13.4% | -8.9% |
| 3M | -20.2% | -6.3% | -14.0% | -16.9% |
| 6M | -42.8% | +22.5% | -65.3% | -51.1% |
| YTD | +16.3% | +5.9% | +10.4% | +9.4% |
| 1Y | +8.0% | +24.7% | -16.7% | -9.4% |
| 3Y | +1,263.3% | +211.6% | +1,051.7% | +503.3% |
| 5Y | -53.5% | +130.6% | -184.1% | -79.5% |
| All | -53.5% | +129.5% | -183.0% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling