-55.9%
WULF vs URA
+25.6%
-81.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -1.8% |
| 7D | +11.0% | -1.5% | +12.5% | +12.6% |
| 30D | +9.4% | -10.4% | +19.8% | +22.9% |
| 3M | -22.6% | -29.6% | +7.0% | +7.7% |
| 6M | -45.4% | -40.3% | -5.1% | -11.9% |
| YTD | +9.8% | -25.5% | +35.3% | +49.2% |
| 1Y | +8.0% | -26.4% | +34.5% | +49.6% |
| 3Y | +1,149.5% | +31.4% | +1,118.1% | +966.9% |
| All | -55.9% | +25.6% | -81.6% | -69.1% |
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