-24.7%
WULF vs WAB
+221.8%
-246.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +2.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | -4.1% | +1.5% | +1.9% |
| 3M | -34.0% | +8.2% | -42.1% | -40.1% |
| 6M | +10.0% | +15.4% | -5.4% | -5.4% |
| YTD | +45.7% | +33.1% | +12.5% | +7.8% |
| 1Y | +57.3% | +48.1% | +9.3% | +3.6% |
| 3Y | +878.9% | +167.7% | +711.2% | +308.0% |
| All | -24.7% | +221.8% | -246.5% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling