-30.9%
WULF vs WAT
-5.3%
-25.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.4% |
| 7D | -0.6% | -2.9% | +2.3% | +0.8% |
| 30D | -3.6% | -3.2% | -0.4% | -2.2% |
| 3M | -30.4% | +10.6% | -41.0% | -34.3% |
| 6M | +12.5% | +34.0% | -21.6% | -4.7% |
| YTD | +40.5% | +5.7% | +34.7% | +32.0% |
| 1Y | +53.0% | +37.1% | +15.9% | +21.2% |
| 3Y | +796.7% | +52.4% | +744.3% | +491.4% |
| 5Y | -30.9% | -4.4% | -26.5% | -34.0% |
| All | -30.9% | -5.3% | -25.6% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling