+1,149.5%
WULF vs URA
+35.4%
+1,114.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -1.6% |
| 7D | +11.0% | -1.5% | +12.5% | +12.7% |
| 30D | +9.4% | -10.4% | +19.8% | +24.1% |
| 3M | -22.6% | -29.6% | +7.0% | +10.6% |
| 6M | -45.4% | -40.3% | -5.1% | -8.8% |
| YTD | +9.8% | -25.5% | +35.3% | +52.0% |
| 1Y | +8.0% | -26.4% | +34.5% | +52.7% |
| 3Y | +1,149.5% | +31.4% | +1,118.1% | +996.7% |
| All | +1,149.5% | +35.4% | +1,114.1% | +996.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling