-22.1%
WULF vs UL
+1.7%
-23.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.3% | -9.9% | -4.7% |
| 7D | -12.8% | +4.7% | -17.5% | -10.3% |
| 30D | -20.9% | +11.6% | -32.5% | -16.7% |
| 3M | -38.0% | +5.3% | -43.3% | -35.5% |
| 6M | -47.5% | +16.0% | -63.6% | -44.9% |
| YTD | +1.8% | +5.0% | -3.1% | +8.2% |
| 1Y | -22.1% | +1.1% | -23.2% | -17.0% |
| All | -22.1% | +1.7% | -23.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling