+413.8%
WULF vs UPS
+233.0%
+180.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | +15.6% | -3.7% | +19.3% | +16.6% |
| 30D | +5.7% | -3.7% | +9.5% | +6.6% |
| 3M | -32.3% | -6.6% | -25.7% | -31.4% |
| 6M | +23.7% | +2.6% | +21.1% | +22.6% |
| YTD | +49.1% | +4.8% | +44.3% | +46.8% |
| 1Y | +66.3% | +25.3% | +41.0% | +57.0% |
| 3Y | +851.7% | -26.9% | +878.5% | +899.0% |
| 5Y | -30.9% | -33.5% | +2.6% | -26.2% |
| 10Y | +86.9% | +36.1% | +50.8% | +78.7% |
| All | +413.8% | +233.0% | +180.7% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling