+82.7%
WULF vs WPM
+558.4%
-475.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.1% |
| 7D | +1.4% | -0.6% | +1.9% | +1.6% |
| 30D | -2.6% | +14.4% | -17.0% | -6.2% |
| 3M | -34.0% | +37.0% | -70.9% | -39.8% |
| 6M | +10.0% | +4.1% | +5.9% | +8.0% |
| YTD | +45.7% | +31.7% | +14.0% | +36.0% |
| 1Y | +57.3% | +44.2% | +13.2% | +43.5% |
| 3Y | +878.9% | +265.5% | +613.5% | +621.1% |
| 5Y | -28.3% | +262.5% | -290.8% | -48.1% |
| All | +82.7% | +558.4% | -475.7% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling