+878.9%
WULF vs WU
-28.7%
+907.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +1.4% | -3.5% | +4.9% | +2.6% |
| 30D | -2.6% | -2.9% | +0.3% | -1.9% |
| 3M | -34.0% | -2.3% | -31.7% | -36.4% |
| 6M | +10.0% | -25.4% | +35.4% | +23.3% |
| YTD | +45.7% | -21.2% | +66.9% | +56.0% |
| 1Y | +57.3% | -8.9% | +66.2% | +51.8% |
| 3Y | +878.9% | -29.0% | +907.9% | +917.9% |
| All | +878.9% | -28.7% | +907.7% | +917.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling