+82.7%
WULF vs YUM
+171.3%
-88.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.2% |
| 7D | +1.4% | -6.1% | +7.5% | +2.8% |
| 30D | -2.6% | -5.8% | +3.2% | -1.4% |
| 3M | -34.0% | -7.6% | -26.3% | -33.0% |
| 6M | +10.0% | -9.1% | +19.1% | +11.9% |
| YTD | +45.7% | -5.5% | +51.2% | +46.4% |
| 1Y | +57.3% | -3.7% | +61.0% | +56.4% |
| 3Y | +878.9% | +17.8% | +861.1% | +815.3% |
| 5Y | -28.3% | +19.3% | -47.6% | -34.0% |
| All | +82.7% | +171.3% | -88.6% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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