-22.1%
WULF vs WWD
+27.2%
-49.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -4.9% |
| 7D | -12.8% | +7.3% | -20.2% | -18.3% |
| 30D | -20.9% | -2.0% | -18.9% | -18.9% |
| 3M | -38.0% | -12.6% | -25.4% | -29.8% |
| 6M | -47.5% | -8.4% | -39.1% | -43.7% |
| YTD | +1.8% | +8.2% | -6.4% | -6.2% |
| 1Y | -22.1% | +26.5% | -48.6% | -38.6% |
| All | -22.1% | +27.2% | -49.2% | -38.6% |
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