+382.4%
WULF vs USAR
+53.8%
+328.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.2% |
| 7D | +1.4% | -11.6% | +13.0% | +3.6% |
| 30D | -2.6% | -15.5% | +12.9% | 0.0% |
| 3M | -34.0% | -31.0% | -2.9% | -30.2% |
| 6M | +10.0% | -26.2% | +36.2% | +14.5% |
| YTD | +45.7% | +30.8% | +14.9% | +43.8% |
| 1Y | +57.3% | +7.1% | +50.2% | +58.3% |
| 3Y | +878.9% | +53.0% | +825.9% | +825.8% |
| All | +382.4% | +53.8% | +328.7% | +368.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling