+1,654.8%
WULF vs WSM
+12,359.6%
-10,704.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | -3.6% | -10.7% | +7.1% | -2.6% |
| 3M | -30.4% | +8.5% | -38.9% | -31.0% |
| 6M | +12.5% | +19.6% | -7.2% | +10.5% |
| YTD | +40.5% | +26.6% | +13.9% | +37.5% |
| 1Y | +53.0% | +12.0% | +41.0% | +51.5% |
| 3Y | +796.7% | +226.6% | +570.0% | +720.3% |
| 5Y | -30.9% | +174.1% | -205.0% | -36.6% |
| 10Y | +76.1% | +1,052.9% | -976.8% | +52.1% |
| All | +1,654.8% | +12,359.6% | -10,704.8% | +1,250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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