+878.9%
WULF vs URA
+101.1%
+777.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.3% | +7.0% | +6.8% |
| 7D | +1.4% | -5.5% | +6.9% | +6.9% |
| 30D | -2.6% | -3.7% | +1.1% | +0.7% |
| 3M | -34.0% | -2.9% | -31.1% | -31.8% |
| 6M | +10.0% | -15.2% | +25.2% | +28.3% |
| YTD | +45.7% | +1.9% | +43.8% | +46.2% |
| 1Y | +57.3% | +6.9% | +50.4% | +51.4% |
| 3Y | +878.9% | +99.6% | +779.3% | +449.5% |
| All | +878.9% | +101.1% | +777.9% | +449.5% |
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