+57.3%
WULF vs USAR
+13.1%
+44.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.8% |
| 7D | +1.4% | -11.6% | +13.0% | +6.0% |
| 30D | -2.6% | -15.5% | +12.9% | +2.9% |
| 3M | -34.0% | -31.0% | -2.9% | -25.9% |
| 6M | +10.0% | -26.2% | +36.2% | +18.1% |
| YTD | +45.7% | +30.8% | +14.9% | +36.0% |
| 1Y | +57.3% | +7.1% | +50.2% | +57.7% |
| All | +57.3% | +13.1% | +44.2% | +57.7% |
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