+82.7%
WULF vs WING
+407.7%
-325.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.0% | -2.2% | +2.8% |
| 7D | +1.4% | +7.2% | -5.8% | +0.3% |
| 30D | -2.6% | +4.8% | -7.4% | -3.7% |
| 3M | -34.0% | -23.7% | -10.3% | -31.8% |
| 6M | +10.0% | -43.6% | +53.6% | +19.2% |
| YTD | +45.7% | -50.6% | +96.3% | +61.0% |
| 1Y | +57.3% | -57.0% | +114.4% | +76.9% |
| 3Y | +878.9% | -28.3% | +907.2% | +890.9% |
| 5Y | -28.3% | -32.4% | +4.1% | -34.5% |
| All | +82.7% | +407.7% | -325.0% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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