-22.1%
WULF vs URA
-32.2%
+10.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.6% | -5.4% |
| 7D | -12.8% | -10.5% | -2.3% | -0.3% |
| 30D | -20.9% | -18.6% | -2.3% | +1.6% |
| 3M | -38.0% | -23.0% | -15.0% | -15.9% |
| 6M | -47.5% | -40.3% | -7.2% | -5.5% |
| YTD | +1.8% | -23.5% | +25.3% | +26.3% |
| 1Y | -22.1% | -31.1% | +9.1% | +13.3% |
| All | -22.1% | -32.2% | +10.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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