-24.7%
WULF vs USHY
+20.9%
-45.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.6% |
| 7D | +1.4% | -0.7% | +2.1% | +4.8% |
| 30D | -2.6% | -0.7% | -1.9% | +0.7% |
| 3M | -34.0% | +0.1% | -34.0% | -33.8% |
| 6M | +10.0% | +1.8% | +8.2% | +4.2% |
| YTD | +45.7% | +1.8% | +43.9% | +38.9% |
| 1Y | +57.3% | +3.3% | +54.0% | +41.0% |
| 3Y | +878.9% | +27.0% | +852.0% | +337.8% |
| All | -24.7% | +20.9% | -45.7% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling