+186.3%
WULF vs URA
-31.1%
+217.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +7.6% | +1.1% | +6.5% | +7.2% |
| 30D | -8.6% | +7.4% | -16.0% | -11.5% |
| 3M | -37.0% | -8.4% | -28.6% | -34.0% |
| 6M | +7.4% | -12.7% | +20.1% | +15.3% |
| YTD | +43.7% | +7.8% | +35.9% | +43.9% |
| 1Y | +86.1% | +19.5% | +66.7% | +81.1% |
| 3Y | +733.8% | +116.4% | +617.4% | +583.6% |
| 5Y | -33.6% | +134.3% | -167.9% | -46.5% |
| 10Y | +76.1% | +359.3% | -283.2% | +31.1% |
| All | +186.3% | -31.1% | +217.4% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling