-24.7%
WULF vs AKAM
-5.1%
-19.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +1.4% | +1.5% | -0.1% | +0.6% |
| 30D | -2.6% | -13.0% | +10.4% | +3.8% |
| 3M | -34.0% | -19.4% | -14.6% | -27.4% |
| 6M | +10.0% | +0.3% | +9.7% | +4.2% |
| YTD | +45.7% | +22.4% | +23.3% | +20.7% |
| 1Y | +57.3% | +34.8% | +22.5% | +21.2% |
| 3Y | +878.9% | +1.9% | +877.0% | +755.9% |
| All | -24.7% | -5.1% | -19.6% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling