+82.7%
WULF vs URI
+1,233.9%
-1,151.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -2.1% | +3.4% | +2.3% |
| 30D | -2.6% | -12.4% | +9.8% | +3.0% |
| 3M | -34.0% | -7.3% | -26.7% | -31.8% |
| 6M | +10.0% | +27.2% | -17.2% | -0.8% |
| YTD | +45.7% | +23.0% | +22.7% | +32.3% |
| 1Y | +57.3% | +3.9% | +53.4% | +52.4% |
| 3Y | +878.9% | +121.6% | +757.3% | +669.9% |
| 5Y | -28.3% | +201.1% | -229.4% | -48.0% |
| All | +82.7% | +1,233.9% | -1,151.2% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling