+1,695.0%
WULF vs USB
+4,200.8%
-2,505.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +7.6% | +1.4% | +6.1% | +7.3% |
| 30D | -8.6% | -1.3% | -7.3% | -8.4% |
| 3M | -37.0% | +15.2% | -52.2% | -38.7% |
| 6M | +7.4% | +18.8% | -11.4% | +4.0% |
| YTD | +43.7% | +21.0% | +22.7% | +38.8% |
| 1Y | +86.1% | +34.0% | +52.1% | +76.5% |
| 3Y | +733.8% | +95.3% | +638.5% | +660.0% |
| 5Y | -33.6% | +40.4% | -74.0% | -37.4% |
| 10Y | +76.1% | +107.3% | -31.3% | +59.4% |
| All | +1,695.0% | +4,200.8% | -2,505.8% | +1,292.7% |
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 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