+202.1%
WULF vs UPST
-1.6%
+203.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.8% | +3.2% |
| 7D | +1.4% | -8.8% | +10.2% | +3.6% |
| 30D | -2.6% | -12.1% | +9.4% | +0.1% |
| 3M | -34.0% | -19.5% | -14.5% | -30.8% |
| 6M | +10.0% | -6.8% | +16.8% | +10.8% |
| YTD | +45.7% | -41.5% | +87.2% | +63.4% |
| 1Y | +57.3% | -58.9% | +116.2% | +90.2% |
| 3Y | +878.9% | -15.2% | +894.1% | +869.5% |
| 5Y | -28.3% | -90.5% | +62.2% | -31.8% |
| All | +202.1% | -1.6% | +203.7% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling