+82.7%
WULF vs W
+158.6%
-75.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -2.6% | -4.2% | +1.6% | -1.5% |
| 3M | -34.0% | +26.9% | -60.9% | -39.4% |
| 6M | +10.0% | +31.2% | -21.2% | -0.5% |
| YTD | +45.7% | -1.8% | +47.5% | +41.4% |
| 1Y | +57.3% | +9.3% | +48.0% | +47.6% |
| 3Y | +878.9% | +33.2% | +845.7% | +730.1% |
| 5Y | -28.3% | -62.4% | +34.1% | -41.8% |
| All | +82.7% | +158.6% | -75.9% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling