+1,654.8%
WULF vs WY
+311.0%
+1,343.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -5.4% |
| 7D | -0.6% | -3.7% | +3.1% | 0.0% |
| 30D | -3.6% | -11.3% | +7.7% | -2.0% |
| 3M | -30.4% | -8.1% | -22.3% | -29.9% |
| 6M | +12.5% | -7.4% | +19.9% | +13.4% |
| YTD | +40.5% | -4.7% | +45.2% | +41.0% |
| 1Y | +53.0% | -9.2% | +62.2% | +54.3% |
| 3Y | +796.7% | -24.7% | +821.4% | +832.0% |
| 5Y | -30.9% | -21.6% | -9.3% | -27.9% |
| 10Y | +76.1% | +6.7% | +69.5% | +76.1% |
| All | +1,654.8% | +311.0% | +1,343.8% | +1,443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling