+82.7%
WULF vs XYZ
+610.4%
-527.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | -4.3% | +5.7% | +3.0% |
| 30D | -2.6% | +1.2% | -3.8% | -3.5% |
| 3M | -34.0% | +14.6% | -48.6% | -38.0% |
| 6M | +10.0% | +22.6% | -12.6% | +0.5% |
| YTD | +45.7% | +21.7% | +24.0% | +31.2% |
| 1Y | +57.3% | +6.7% | +50.6% | +49.6% |
| 3Y | +878.9% | +46.8% | +832.1% | +770.9% |
| 5Y | -28.3% | -68.0% | +39.7% | -20.9% |
| All | +82.7% | +610.4% | -527.7% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling