+843.9%
WULF vs WWD
+164.0%
+679.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -4.5% |
| 7D | -0.6% | -2.9% | +2.3% | +2.0% |
| 30D | -3.6% | -6.6% | +3.0% | +2.4% |
| 3M | -30.4% | -9.3% | -21.1% | -25.0% |
| 6M | +12.5% | -13.6% | +26.1% | +27.5% |
| YTD | +40.5% | +10.4% | +30.1% | +27.1% |
| 1Y | +53.0% | +39.9% | +13.1% | +9.1% |
| All | +843.9% | +164.0% | +679.8% | +247.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling