+1,222.8%
WULF vs USB
+102.7%
+1,120.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.5% |
| 7D | +14.2% | -0.5% | +14.7% | +15.3% |
| 30D | -0.1% | +5.7% | -5.8% | -6.7% |
| 3M | -20.2% | -4.7% | -15.5% | -16.6% |
| 6M | -42.8% | +13.4% | -56.2% | -52.9% |
| YTD | +16.3% | +17.0% | -0.7% | -7.7% |
| 1Y | +8.0% | +32.4% | -24.4% | -27.3% |
| All | +1,222.8% | +102.7% | +1,120.1% | +457.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling