+57.3%
WULF vs WAT
+38.4%
+19.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.7% |
| 7D | +1.4% | -0.3% | +1.6% | +1.4% |
| 30D | -2.6% | -1.9% | -0.7% | -2.6% |
| 3M | -34.0% | +13.5% | -47.5% | -34.0% |
| 6M | +10.0% | +37.2% | -27.3% | +9.9% |
| YTD | +45.7% | +7.5% | +38.2% | +32.7% |
| 1Y | +57.3% | +35.0% | +22.3% | +50.9% |
| All | +57.3% | +38.4% | +19.0% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling