+843.9%
WULF vs USAR
+57.7%
+786.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.2% | -4.8% |
| 7D | -0.6% | -9.3% | +8.8% | +1.1% |
| 30D | -3.6% | -15.2% | +11.5% | -1.1% |
| 3M | -30.4% | -21.1% | -9.3% | -27.9% |
| 6M | +12.5% | -21.6% | +34.0% | +16.1% |
| YTD | +40.5% | +34.8% | +5.7% | +38.1% |
| 1Y | +53.0% | +15.6% | +37.3% | +53.0% |
| All | +843.9% | +57.7% | +786.1% | +1,015.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling