-24.7%
WULF vs ULTA
+44.7%
-69.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.6% |
| 7D | +1.4% | -3.1% | +4.5% | +3.0% |
| 30D | -2.6% | +2.8% | -5.4% | -4.7% |
| 3M | -34.0% | +14.8% | -48.7% | -39.8% |
| 6M | +10.0% | -16.2% | +26.2% | +18.5% |
| YTD | +45.7% | -9.6% | +55.3% | +50.4% |
| 1Y | +57.3% | +4.8% | +52.6% | +46.2% |
| 3Y | +878.9% | +30.7% | +848.3% | +639.5% |
| All | -24.7% | +44.7% | -69.4% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling