+866.4%
WULF vs WAB
+4,056.8%
-3,190.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | +15.6% | +0.2% | +15.4% | +15.6% |
| 30D | +5.7% | -4.6% | +10.3% | +6.4% |
| 3M | -32.3% | +5.6% | -37.9% | -32.8% |
| 6M | +23.7% | +13.8% | +9.9% | +22.0% |
| YTD | +49.1% | +31.9% | +17.2% | +44.5% |
| 1Y | +66.3% | +48.3% | +18.1% | +59.0% |
| 3Y | +851.7% | +167.1% | +684.5% | +773.5% |
| 5Y | -30.9% | +222.9% | -253.8% | -37.4% |
| 10Y | +86.9% | +289.9% | -203.0% | +66.7% |
| All | +866.4% | +4,056.8% | -3,190.4% | +699.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling