+375.8%
WULF vs USAR
+74.0%
+301.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +7.6% | -2.1% | +9.7% | +7.9% |
| 30D | -8.6% | +2.6% | -11.3% | -9.4% |
| 3M | -37.0% | -35.0% | -1.9% | -33.0% |
| 6M | +7.4% | -6.9% | +14.3% | +8.0% |
| YTD | +43.7% | +48.0% | -4.3% | +38.9% |
| 1Y | +86.1% | +24.8% | +61.3% | +83.1% |
| 3Y | +733.8% | +73.2% | +660.6% | +669.6% |
| All | +375.8% | +74.0% | +301.8% | +352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling