+995.9%
WULF vs USB
+3,993.1%
-2,997.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.1% | -11.7% | -13.5% |
| 7D | -20.9% | -1.5% | -19.5% | -20.7% |
| 30D | -32.7% | +4.3% | -37.0% | -33.2% |
| 3M | -44.2% | -6.1% | -38.1% | -43.6% |
| 6M | -57.1% | +9.4% | -66.5% | -57.9% |
| YTD | -12.3% | +15.2% | -27.4% | -14.6% |
| 1Y | -34.4% | +32.8% | -67.1% | -37.7% |
| 3Y | +776.5% | +91.3% | +685.2% | +702.0% |
| 5Y | -59.6% | +22.7% | -82.3% | -61.4% |
| 10Y | +9.7% | +97.0% | -87.4% | +0.1% |
| All | +995.9% | +3,993.1% | -2,997.2% | +757.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling