+878.9%
WULF vs UPS
-26.3%
+905.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | +1.4% | -2.0% | +3.4% | +2.5% |
| 30D | -2.6% | -2.0% | -0.7% | -1.6% |
| 3M | -34.0% | -6.2% | -27.7% | -32.4% |
| 6M | +10.0% | +2.8% | +7.2% | +5.9% |
| YTD | +45.7% | +5.9% | +39.8% | +36.3% |
| 1Y | +57.3% | +26.2% | +31.1% | +29.0% |
| 3Y | +878.9% | -26.0% | +905.0% | +1,074.5% |
| All | +878.9% | -26.3% | +905.3% | +1,074.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 3y: compounded portfolio wealth divided by compounded UPS 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…
3y analysis · Full analysis span regression · 6 months rolling