+132.0%
WULF vs USHY
+49.7%
+82.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -4.6% |
| 7D | -0.6% | -0.7% | +0.2% | +1.3% |
| 30D | -3.6% | -0.5% | -3.1% | -2.3% |
| 3M | -30.4% | +0.5% | -30.9% | -31.0% |
| 6M | +12.5% | +1.5% | +11.0% | +10.3% |
| YTD | +40.5% | +1.7% | +38.7% | +37.5% |
| 1Y | +53.0% | +3.5% | +49.4% | +44.4% |
| 3Y | +796.7% | +27.2% | +769.5% | +513.2% |
| 5Y | -30.9% | +21.0% | -51.9% | -52.1% |
| All | +132.0% | +49.7% | +82.3% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling