-30.9%
WULF vs URI
+196.6%
-227.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.9% | -1.9% | -2.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.1% |
| 30D | -3.6% | -13.4% | +9.7% | +9.3% |
| 3M | -30.4% | -6.2% | -24.2% | -26.7% |
| 6M | +12.5% | +28.0% | -15.5% | -13.4% |
| YTD | +40.5% | +23.0% | +17.5% | +8.6% |
| 1Y | +53.0% | +5.5% | +47.4% | +35.6% |
| 3Y | +796.7% | +119.2% | +677.5% | +318.4% |
| 5Y | -30.9% | +201.0% | -231.9% | -78.4% |
| All | -30.9% | +196.6% | -227.5% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling