+36.2%
WULF vs WING
+412.2%
-376.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | +15.6% | -2.3% | +17.9% | +15.9% |
| 30D | +5.7% | -5.6% | +11.4% | +6.2% |
| 3M | -32.3% | -22.9% | -9.4% | -30.5% |
| 6M | +23.7% | -50.4% | +74.1% | +35.3% |
| YTD | +49.1% | -53.3% | +102.4% | +64.3% |
| 1Y | +66.3% | -61.2% | +127.5% | +87.3% |
| 3Y | +851.7% | -30.1% | +881.7% | +872.2% |
| 5Y | -30.9% | -35.0% | +4.1% | -34.9% |
| 10Y | +86.9% | +375.5% | -288.6% | +97.6% |
| All | +36.2% | +412.2% | -376.0% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling