+86.9%
WULF vs ALK
-39.2%
+126.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | +15.6% | -3.0% | +18.5% | +16.9% |
| 30D | +5.7% | -14.6% | +20.3% | +12.4% |
| 3M | -32.3% | -10.6% | -21.7% | -29.4% |
| 6M | +23.7% | -6.7% | +30.4% | +26.2% |
| YTD | +49.1% | -19.8% | +68.8% | +62.3% |
| 1Y | +66.3% | -35.2% | +101.5% | +94.5% |
| 3Y | +851.7% | +1.4% | +850.3% | +856.5% |
| 5Y | -30.9% | -30.7% | -0.3% | -25.0% |
| 10Y | +86.9% | -37.4% | +124.3% | +110.9% |
| All | +86.9% | -39.2% | +126.2% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling