+57.3%
WULF vs AKAM
+38.7%
+18.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | -2.6% | -13.0% | +10.4% | +0.8% |
| 3M | -34.0% | -19.4% | -14.6% | -31.3% |
| 6M | +10.0% | +0.3% | +9.7% | +11.9% |
| YTD | +45.7% | +22.4% | +23.3% | +45.3% |
| 1Y | +57.3% | +34.8% | +22.5% | +58.0% |
| All | +57.3% | +38.7% | +18.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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