+703.5%
WULF vs WAT
+10,644.3%
-9,940.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.6% | +9.8% | +8.3% |
| 7D | +21.9% | -0.7% | +22.6% | +21.9% |
| 30D | +4.6% | -1.0% | +5.5% | +4.6% |
| 3M | -30.9% | +10.9% | -41.8% | -31.3% |
| 6M | +29.9% | +33.2% | -3.3% | +27.9% |
| YTD | +55.4% | +6.1% | +49.4% | +54.5% |
| 1Y | +94.1% | +30.2% | +63.9% | +90.7% |
| 3Y | +892.2% | +52.9% | +839.4% | +871.4% |
| 5Y | -26.7% | -5.1% | -21.6% | -28.4% |
| 10Y | +94.0% | +152.6% | -58.6% | +93.8% |
| All | +703.5% | +10,644.3% | -9,940.8% | +918.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling