-24.7%
WULF vs WWD
+184.1%
-208.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +2.6% |
| 7D | +1.4% | -2.6% | +4.0% | +3.5% |
| 30D | -2.6% | -6.9% | +4.3% | +3.2% |
| 3M | -34.0% | -13.0% | -20.9% | -26.7% |
| 6M | +10.0% | -12.5% | +22.4% | +22.2% |
| YTD | +45.7% | +11.8% | +33.8% | +33.0% |
| 1Y | +57.3% | +41.1% | +16.3% | +17.9% |
| 3Y | +878.9% | +163.1% | +715.9% | +353.6% |
| All | -24.7% | +184.1% | -208.9% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling