+878.9%
WULF vs WY
-24.8%
+903.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +1.4% | -4.2% | +5.6% | +3.6% |
| 30D | -2.6% | -10.1% | +7.5% | +2.8% |
| 3M | -34.0% | -8.5% | -25.5% | -32.1% |
| 6M | +10.0% | -3.3% | +13.3% | +9.7% |
| YTD | +45.7% | -4.4% | +50.1% | +45.2% |
| 1Y | +57.3% | -11.5% | +68.8% | +64.8% |
| 3Y | +878.9% | -24.3% | +903.3% | +1,235.2% |
| All | +878.9% | -24.8% | +903.7% | +1,235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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