+342.6%
WULF vs WPM
+6,037.2%
-5,694.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.2% |
| 7D | +15.6% | +3.9% | +11.7% | +15.1% |
| 30D | +5.7% | +17.7% | -11.9% | +3.8% |
| 3M | -32.3% | +39.4% | -71.7% | -34.8% |
| 6M | +23.7% | +6.4% | +17.3% | +22.6% |
| YTD | +49.1% | +34.0% | +15.1% | +44.8% |
| 1Y | +66.3% | +50.5% | +15.8% | +59.7% |
| 3Y | +851.7% | +280.3% | +571.4% | +740.2% |
| 5Y | -30.9% | +266.3% | -297.3% | -39.0% |
| 10Y | +86.9% | +550.8% | -463.9% | +57.5% |
| All | +342.6% | +6,037.2% | -5,694.6% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling