+86.1%
WULF vs USAR
+27.9%
+58.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +7.6% | -2.1% | +9.7% | +8.4% |
| 30D | -8.6% | +2.6% | -11.3% | -10.4% |
| 3M | -37.0% | -35.0% | -1.9% | -28.3% |
| 6M | +7.4% | -6.9% | +14.3% | +6.7% |
| YTD | +43.7% | +48.0% | -4.3% | +28.0% |
| 1Y | +86.1% | +24.8% | +61.3% | +92.6% |
| All | +86.1% | +27.9% | +58.2% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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