+878.9%
WULF vs USHY
+27.0%
+851.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.5% |
| 7D | +1.4% | -0.7% | +2.1% | +7.2% |
| 30D | -2.6% | -0.7% | -1.9% | +3.0% |
| 3M | -34.0% | +0.1% | -34.0% | -33.9% |
| 6M | +10.0% | +1.8% | +8.2% | -0.7% |
| YTD | +45.7% | +1.8% | +43.9% | +32.8% |
| 1Y | +57.3% | +3.3% | +54.0% | +28.6% |
| 3Y | +878.9% | +27.0% | +852.0% | +151.8% |
| All | +878.9% | +27.0% | +851.9% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling