+19.6%
WULF vs W
+178.1%
-158.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | +15.6% | +5.9% | +9.7% | +14.2% |
| 30D | +5.7% | -3.0% | +8.8% | +6.5% |
| 3M | -32.3% | +40.3% | -72.6% | -38.4% |
| 6M | +23.7% | +32.2% | -8.5% | +13.5% |
| YTD | +49.1% | -0.3% | +49.4% | +45.0% |
| 1Y | +66.3% | +16.2% | +50.1% | +55.8% |
| 3Y | +851.7% | +40.7% | +810.9% | +721.3% |
| 5Y | -30.9% | -62.3% | +31.4% | -42.8% |
| 10Y | +86.9% | +162.2% | -75.3% | +50.4% |
| All | +19.6% | +178.1% | -158.5% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling