+878.9%
WULF vs XYZ
+46.8%
+832.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | -4.3% | +5.7% | +4.5% |
| 30D | -2.6% | +1.2% | -3.8% | -4.4% |
| 3M | -34.0% | +14.6% | -48.6% | -42.1% |
| 6M | +10.0% | +22.6% | -12.6% | -9.3% |
| YTD | +45.7% | +21.7% | +24.0% | +16.1% |
| 1Y | +57.3% | +6.7% | +50.6% | +40.1% |
| 3Y | +878.9% | +46.8% | +832.1% | +730.2% |
| All | +878.9% | +46.8% | +832.1% | +730.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling