+843.9%
WULF vs W
+34.3%
+809.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -4.5% |
| 7D | -0.6% | +0.5% | -1.0% | -0.7% |
| 30D | -3.6% | -5.6% | +1.9% | -1.0% |
| 3M | -30.4% | +41.9% | -72.3% | -44.7% |
| 6M | +12.5% | +30.2% | -17.8% | -8.1% |
| YTD | +40.5% | -2.9% | +43.4% | +31.7% |
| 1Y | +53.0% | +11.6% | +41.4% | +30.3% |
| All | +843.9% | +34.3% | +809.5% | +614.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling