+86.1%
WULF vs USB
+35.1%
+51.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +7.6% | +1.4% | +6.1% | +6.6% |
| 30D | -8.6% | -1.3% | -7.3% | -7.9% |
| 3M | -37.0% | +15.2% | -52.2% | -44.5% |
| 6M | +7.4% | +18.8% | -11.4% | -8.2% |
| YTD | +43.7% | +21.0% | +22.7% | +22.0% |
| 1Y | +86.1% | +34.0% | +52.1% | +42.2% |
| All | +86.1% | +35.1% | +51.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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