-22.1%
WULF vs W
+21.5%
-43.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +11.0% | -17.6% | -9.5% |
| 7D | -12.8% | +8.4% | -21.2% | -15.0% |
| 30D | -20.9% | +16.5% | -37.4% | -24.3% |
| 3M | -38.0% | +6.4% | -44.5% | -39.4% |
| 6M | -47.5% | +90.5% | -138.0% | -58.9% |
| YTD | +1.8% | +23.1% | -21.2% | -7.3% |
| 1Y | -22.1% | +24.3% | -46.3% | -29.6% |
| All | -22.1% | +21.5% | -43.5% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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