-30.9%
WULF vs UAL
+136.8%
-167.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | +15.6% | -1.1% | +16.7% | +16.3% |
| 30D | +5.7% | -13.4% | +19.2% | +16.5% |
| 3M | -32.3% | -2.3% | -30.0% | -31.5% |
| 6M | +23.7% | +13.3% | +10.4% | +11.8% |
| YTD | +49.1% | -4.2% | +53.3% | +50.7% |
| 1Y | +66.3% | +1.4% | +64.9% | +61.4% |
| 3Y | +851.7% | +125.8% | +725.9% | +426.5% |
| 5Y | -30.9% | +130.0% | -160.9% | -66.1% |
| All | -30.9% | +136.8% | -167.7% | -66.1% |
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