+385.3%
WULF vs AKAM
-2.9%
+388.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | -2.6% | -13.0% | +10.4% | -1.9% |
| 3M | -34.0% | -19.4% | -14.6% | -33.3% |
| 6M | +10.0% | +0.3% | +9.7% | +9.8% |
| YTD | +45.7% | +22.4% | +23.3% | +44.0% |
| 1Y | +57.3% | +34.8% | +22.5% | +54.8% |
| 3Y | +878.9% | +1.9% | +877.0% | +873.3% |
| 5Y | -28.3% | -4.6% | -23.7% | -28.7% |
| 10Y | +82.7% | +103.4% | -20.7% | +77.9% |
| All | +385.3% | -2.9% | +388.2% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling