+892.2%
WULF vs URI
+126.5%
+765.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.5% | +7.7% | +7.7% |
| 7D | +21.9% | +2.5% | +19.4% | +19.4% |
| 30D | +4.6% | -12.5% | +17.1% | +17.9% |
| 3M | -30.9% | -6.2% | -24.7% | -27.1% |
| 6M | +29.9% | +25.9% | +4.0% | +0.8% |
| YTD | +55.4% | +26.2% | +29.2% | +15.8% |
| 1Y | +94.1% | +5.5% | +88.6% | +72.9% |
| 3Y | +892.2% | +125.0% | +767.3% | +314.8% |
| All | +892.2% | +126.5% | +765.8% | +314.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling