+167.5%
WULF vs WU
-22.3%
+189.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | +15.6% | -4.9% | +20.5% | +16.4% |
| 30D | +5.7% | -1.3% | +7.0% | +5.8% |
| 3M | -32.3% | -3.6% | -28.7% | -32.6% |
| 6M | +23.7% | -24.3% | +48.0% | +28.1% |
| YTD | +49.1% | -21.1% | +70.2% | +52.9% |
| 1Y | +66.3% | -10.3% | +76.6% | +66.9% |
| 3Y | +851.7% | -28.4% | +880.0% | +888.3% |
| 5Y | -30.9% | -51.2% | +20.3% | -26.2% |
| 10Y | +86.9% | -39.6% | +126.6% | +94.1% |
| All | +167.5% | -22.3% | +189.8% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling