+1,149.5%
WULF vs ALK
+13.2%
+1,136.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.3% |
| 7D | +11.0% | -1.2% | +12.2% | +11.9% |
| 30D | +9.4% | +7.7% | +1.7% | +2.4% |
| 3M | -22.6% | -19.0% | -3.6% | -12.8% |
| 6M | -45.4% | -0.2% | -45.2% | -47.1% |
| YTD | +9.8% | -23.5% | +33.3% | +27.3% |
| 1Y | +8.0% | -9.1% | +17.2% | +12.2% |
| 3Y | +1,149.5% | +12.0% | +1,137.5% | +1,097.9% |
| All | +1,149.5% | +13.2% | +1,136.3% | +1,097.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling