+39.2%
WULF vs USB
+82.2%
-43.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +29.4% | +1.2% | +28.2% | +28.6% |
| 30D | -1.3% | +6.3% | -7.6% | -4.5% |
| 3M | -24.1% | -6.1% | -18.0% | -21.9% |
| 6M | -42.8% | +13.0% | -55.8% | -47.0% |
| YTD | +13.5% | +16.6% | -3.1% | +4.1% |
| 1Y | +3.2% | +31.1% | -28.0% | -11.0% |
| 3Y | +1,230.6% | +100.9% | +1,129.7% | +900.8% |
| 5Y | -54.1% | +24.5% | -78.6% | -61.1% |
| All | +39.2% | +82.2% | -43.1% | +14.7% |
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