+39.2%
WULF vs ALK
-45.1%
+84.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -0.4% |
| 7D | +29.4% | +0.9% | +28.5% | +29.0% |
| 30D | -1.3% | +3.3% | -4.6% | -3.4% |
| 3M | -24.1% | -17.6% | -6.6% | -18.7% |
| 6M | -42.8% | +0.8% | -43.6% | -43.7% |
| YTD | +13.5% | -22.4% | +35.9% | +24.5% |
| 1Y | +3.2% | -10.1% | +13.2% | +7.1% |
| 3Y | +1,230.6% | +14.0% | +1,216.6% | +1,187.8% |
| 5Y | -54.1% | -29.8% | -24.3% | -50.1% |
| All | +39.2% | -45.1% | +84.3% | +46.1% |
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