+86.1%
WULF vs XYZ
+9.3%
+76.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.0% |
| 7D | +7.6% | -1.0% | +8.5% | +7.9% |
| 30D | -8.6% | -1.7% | -6.9% | -8.2% |
| 3M | -37.0% | +16.7% | -53.7% | -41.6% |
| 6M | +7.4% | +26.9% | -19.4% | -5.0% |
| YTD | +43.7% | +27.1% | +16.5% | +30.8% |
| 1Y | +86.1% | +9.3% | +76.9% | +92.3% |
| All | +86.1% | +9.3% | +76.9% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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