+86.1%
WULF vs ALK
-33.1%
+119.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.8% |
| 7D | +7.6% | -0.7% | +8.2% | +8.0% |
| 30D | -8.6% | -19.2% | +10.6% | +4.3% |
| 3M | -37.0% | -1.5% | -35.4% | -37.3% |
| 6M | +7.4% | -13.1% | +20.5% | +13.9% |
| YTD | +43.7% | -16.4% | +60.1% | +61.8% |
| 1Y | +86.1% | -33.1% | +119.2% | +115.7% |
| All | +86.1% | -33.1% | +119.2% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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