+82.7%
WULF vs UL
+66.7%
+16.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +1.4% | -3.4% | +4.8% | +2.0% |
| 30D | -2.6% | +0.5% | -3.1% | -2.8% |
| 3M | -34.0% | +7.2% | -41.2% | -35.4% |
| 6M | +10.0% | -3.1% | +13.0% | +10.0% |
| YTD | +45.7% | -2.7% | +48.4% | +45.5% |
| 1Y | +57.3% | -10.2% | +67.6% | +59.7% |
| 3Y | +878.9% | +20.3% | +858.7% | +787.3% |
| 5Y | -28.3% | +19.9% | -48.3% | -35.5% |
| All | +82.7% | +66.7% | +16.0% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling