+1,654.8%
WULF vs WELL
+7,651.3%
-5,996.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | -0.6% | -2.2% | +1.7% | -0.3% |
| 30D | -3.6% | +4.7% | -8.3% | -4.2% |
| 3M | -30.4% | +11.9% | -42.3% | -31.6% |
| 6M | +12.5% | +14.3% | -1.8% | +10.0% |
| YTD | +40.5% | +28.4% | +12.1% | +35.3% |
| 1Y | +53.0% | +42.3% | +10.7% | +45.1% |
| 3Y | +796.7% | +202.6% | +594.1% | +667.5% |
| 5Y | -30.9% | +206.5% | -237.4% | -41.2% |
| 10Y | +76.1% | +356.2% | -280.0% | +42.7% |
| All | +1,654.8% | +7,651.3% | -5,996.6% | +1,280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling