-57.9%
WULF vs USB
+21.6%
-79.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.5% | +13.3% | +13.2% |
| 7D | -3.1% | 0.0% | -3.1% | -3.3% |
| 30D | -21.0% | +5.8% | -26.9% | -25.4% |
| 3M | -35.5% | -6.0% | -29.5% | -32.5% |
| 6M | -55.8% | +7.8% | -63.6% | -59.8% |
| YTD | -1.0% | +14.6% | -15.6% | -14.5% |
| 1Y | -20.4% | +31.8% | -52.2% | -39.6% |
| 3Y | +972.6% | +91.5% | +881.1% | +542.6% |
| All | -57.9% | +21.6% | -79.5% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling