+86.1%
WULF vs ULTA
+6.6%
+79.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.6% |
| 7D | +7.6% | +9.0% | -1.5% | +7.0% |
| 30D | -8.6% | +4.6% | -13.2% | -8.4% |
| 3M | -37.0% | +22.0% | -58.9% | -37.9% |
| 6M | +7.4% | -14.7% | +22.1% | +12.3% |
| YTD | +43.7% | -6.8% | +50.4% | +53.0% |
| 1Y | +86.1% | +6.5% | +79.6% | +105.6% |
| All | +86.1% | +6.6% | +79.5% | +105.6% |
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