-22.1%
WULF vs XYZ
+19.9%
-41.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +15.3% | -21.9% | -11.1% |
| 7D | -12.8% | +16.5% | -29.3% | -17.5% |
| 30D | -20.9% | +15.0% | -35.8% | -24.6% |
| 3M | -38.0% | +3.5% | -41.6% | -38.8% |
| 6M | -47.5% | +21.9% | -69.4% | -52.1% |
| YTD | +1.8% | +34.6% | -32.8% | -7.6% |
| 1Y | -22.1% | +20.7% | -42.8% | -21.9% |
| All | -22.1% | +19.9% | -41.9% | -21.9% |
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