+82.7%
WULF vs WAT
+170.9%
-88.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | +1.4% | -0.3% | +1.6% | +1.4% |
| 30D | -2.6% | -1.9% | -0.7% | -2.1% |
| 3M | -34.0% | +13.5% | -47.5% | -36.8% |
| 6M | +10.0% | +37.2% | -27.3% | -1.3% |
| YTD | +45.7% | +7.5% | +38.2% | +39.6% |
| 1Y | +57.3% | +35.0% | +22.3% | +38.3% |
| 3Y | +878.9% | +55.1% | +823.9% | +709.0% |
| 5Y | -28.3% | -2.8% | -25.5% | -36.3% |
| All | +82.7% | +170.9% | -88.3% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling