-22.1%
WULF vs URI
+33.3%
-55.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.4% | -2.3% | -4.2% |
| 7D | -12.8% | -4.3% | -8.5% | -10.6% |
| 30D | -20.9% | +4.6% | -25.5% | -22.6% |
| 3M | -38.0% | -2.1% | -35.9% | -37.2% |
| 6M | -47.5% | +21.9% | -69.4% | -51.4% |
| YTD | +1.8% | +39.7% | -37.9% | -24.0% |
| 1Y | -22.1% | +32.9% | -54.9% | -38.1% |
| All | -22.1% | +33.3% | -55.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling