+57.3%
WULF vs UUUU
+3.5%
+53.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.0% | +8.7% | +6.3% |
| 7D | +1.4% | -10.5% | +11.9% | +7.2% |
| 30D | -2.6% | -10.5% | +7.9% | +2.3% |
| 3M | -34.0% | -14.1% | -19.8% | -29.5% |
| 6M | +10.0% | -35.5% | +45.5% | +32.0% |
| YTD | +45.7% | -10.9% | +56.6% | +53.3% |
| 1Y | +57.3% | +3.4% | +54.0% | +81.1% |
| All | +57.3% | +3.5% | +53.8% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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