-30.9%
WULF vs URA
+121.8%
-152.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -2.5% |
| 7D | -0.6% | -1.5% | +1.0% | +1.0% |
| 30D | -3.6% | -0.4% | -3.3% | -3.2% |
| 3M | -30.4% | +6.3% | -36.7% | -33.0% |
| 6M | +12.5% | -14.0% | +26.4% | +28.1% |
| YTD | +40.5% | +5.3% | +35.2% | +38.8% |
| 1Y | +53.0% | +11.7% | +41.3% | +44.9% |
| 3Y | +796.7% | +109.8% | +686.9% | +441.3% |
| 5Y | -30.9% | +108.0% | -138.8% | -59.6% |
| All | -30.9% | +121.8% | -152.7% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling