+878.9%
WULF vs WAB
+167.4%
+711.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +2.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | -4.1% | +1.5% | +2.7% |
| 3M | -34.0% | +8.2% | -42.1% | -41.4% |
| 6M | +10.0% | +15.4% | -5.4% | -8.9% |
| YTD | +45.7% | +33.1% | +12.5% | -0.2% |
| 1Y | +57.3% | +48.1% | +9.3% | -7.2% |
| 3Y | +878.9% | +167.7% | +711.2% | +205.7% |
| All | +878.9% | +167.4% | +711.5% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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