+86.1%
WULF vs USHY
+4.6%
+81.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +2.0% |
| 7D | +7.6% | -0.1% | +7.7% | +8.9% |
| 30D | -8.6% | +0.1% | -8.7% | -9.2% |
| 3M | -37.0% | +0.8% | -37.8% | -40.9% |
| 6M | +7.4% | +1.7% | +5.7% | -3.7% |
| YTD | +43.7% | +2.5% | +41.2% | +24.0% |
| 1Y | +86.1% | +4.4% | +81.7% | +49.8% |
| All | +86.1% | +4.6% | +81.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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