-22.1%
WULF vs ULTA
+27.7%
-49.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.1% | -10.7% | -6.7% |
| 7D | -12.8% | +6.7% | -19.5% | -13.0% |
| 30D | -20.9% | +21.7% | -42.6% | -22.0% |
| 3M | -38.0% | +21.5% | -59.5% | -38.6% |
| 6M | -47.5% | +27.5% | -75.1% | -47.8% |
| YTD | +1.8% | +9.2% | -7.4% | +7.7% |
| 1Y | -22.1% | +27.9% | -49.9% | -16.9% |
| All | -22.1% | +27.7% | -49.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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