+1,762.4%
WULF vs UL
+1,780.2%
-17.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.9% |
| 7D | +15.6% | -3.2% | +18.8% | +16.0% |
| 30D | +5.7% | -0.6% | +6.3% | +5.7% |
| 3M | -32.3% | +9.4% | -41.7% | -33.3% |
| 6M | +23.7% | -4.1% | +27.8% | +23.8% |
| YTD | +49.1% | -2.0% | +51.1% | +48.8% |
| 1Y | +66.3% | -9.0% | +75.3% | +67.3% |
| 3Y | +851.7% | +21.8% | +829.9% | +812.7% |
| 5Y | -30.9% | +20.6% | -51.5% | -33.6% |
| 10Y | +86.9% | +67.7% | +19.2% | +73.0% |
| All | +1,762.4% | +1,780.2% | -17.8% | +1,601.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling