+34.1%
WULF vs USB
+87.1%
-53.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | -8.8% | +6.4% | -15.2% | -11.8% |
| 3M | -22.5% | -4.5% | -18.0% | -20.9% |
| 6M | -46.3% | +11.4% | -57.7% | -49.9% |
| YTD | +9.3% | +17.1% | -7.8% | 0.0% |
| 1Y | -12.2% | +32.6% | -44.8% | -24.7% |
| 3Y | +1,181.6% | +101.8% | +1,079.8% | +861.7% |
| 5Y | -55.4% | +25.1% | -80.5% | -62.3% |
| 10Y | +34.1% | +84.9% | -50.8% | +10.9% |
| All | +34.1% | +87.1% | -53.0% | +10.9% |
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