+82.7%
WULF vs WELL
+356.7%
-274.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -2.6% | +2.3% | -4.9% | -3.1% |
| 3M | -34.0% | +12.3% | -46.2% | -36.1% |
| 6M | +10.0% | +15.6% | -5.6% | +5.4% |
| YTD | +45.7% | +28.3% | +17.4% | +36.1% |
| 1Y | +57.3% | +41.9% | +15.4% | +42.9% |
| 3Y | +878.9% | +198.3% | +680.6% | +634.7% |
| 5Y | -28.3% | +206.4% | -234.7% | -47.1% |
| All | +82.7% | +356.7% | -274.1% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling