-22.1%
WULF vs WPM
+38.8%
-60.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +12.0% | -18.6% | -14.5% |
| 7D | -12.8% | +3.9% | -16.7% | -15.7% |
| 30D | -20.9% | -3.5% | -17.4% | -18.8% |
| 3M | -38.0% | +14.1% | -52.1% | -44.1% |
| 6M | -47.5% | +6.2% | -53.7% | -50.8% |
| YTD | +1.8% | +12.4% | -10.6% | -14.6% |
| 1Y | -22.1% | +40.0% | -62.0% | -51.5% |
| All | -22.1% | +38.8% | -60.8% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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