+72.1%
WULF vs XYZ
+606.0%
-533.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.6% |
| 7D | -0.6% | -5.2% | +4.6% | +1.3% |
| 30D | -3.6% | 0.0% | -3.6% | -4.0% |
| 3M | -30.4% | +18.7% | -49.1% | -35.2% |
| 6M | +12.5% | +20.5% | -8.1% | +4.0% |
| YTD | +40.5% | +21.5% | +19.0% | +27.6% |
| 1Y | +53.0% | +7.2% | +45.8% | +45.9% |
| 3Y | +796.7% | +49.0% | +747.7% | +704.5% |
| 5Y | -30.9% | -68.1% | +37.2% | -24.4% |
| 10Y | +76.1% | +601.6% | -525.5% | +62.1% |
| All | +72.1% | +606.0% | -533.9% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling