+86.1%
WULF vs WELL
+42.4%
+43.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.1% |
| 7D | +7.6% | -0.8% | +8.4% | +7.3% |
| 30D | -8.6% | -0.1% | -8.6% | -8.6% |
| 3M | -37.0% | +18.0% | -55.0% | -36.2% |
| 6M | +7.4% | +15.0% | -7.6% | +9.4% |
| YTD | +43.7% | +28.6% | +15.1% | +52.7% |
| 1Y | +86.1% | +42.9% | +43.2% | +111.3% |
| All | +86.1% | +42.4% | +43.7% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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