+86.1%
WULF vs WWD
+41.9%
+44.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +0.9% |
| 7D | +7.6% | +1.3% | +6.3% | +6.6% |
| 30D | -8.6% | -7.2% | -1.5% | -3.2% |
| 3M | -37.0% | -3.8% | -33.1% | -35.8% |
| 6M | +7.4% | -9.9% | +17.3% | +15.9% |
| YTD | +43.7% | +14.8% | +28.9% | +34.2% |
| 1Y | +86.1% | +42.1% | +44.1% | +75.6% |
| All | +86.1% | +41.9% | +44.2% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling