+8.0%
WULF vs USB
+32.1%
-24.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | +14.2% | -0.5% | +14.7% | +14.7% |
| 30D | -0.1% | +5.7% | -5.8% | -3.5% |
| 3M | -20.2% | -4.7% | -15.5% | -17.9% |
| 6M | -42.8% | +13.4% | -56.2% | -50.2% |
| YTD | +16.3% | +17.0% | -0.7% | -1.8% |
| 1Y | +8.0% | +32.4% | -24.4% | -17.8% |
| All | +8.0% | +32.1% | -24.1% | -17.8% |
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