+25.5%
WULF vs USB
+92.8%
-67.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.5% | +13.3% | +13.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.2% |
| 30D | -21.0% | +5.8% | -26.9% | -23.6% |
| 3M | -35.5% | -6.0% | -29.5% | -33.7% |
| 6M | -55.8% | +7.8% | -63.6% | -58.1% |
| YTD | -1.0% | +14.6% | -15.6% | -8.5% |
| 1Y | -20.4% | +31.8% | -52.2% | -31.5% |
| 3Y | +972.6% | +91.5% | +881.1% | +722.4% |
| 5Y | -54.5% | +22.0% | -76.5% | -61.0% |
| All | +25.5% | +92.8% | -67.4% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling