-26.7%
WULF vs ALK
-28.9%
+2.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.1% | +11.3% | +10.3% |
| 7D | +21.9% | +0.1% | +21.8% | +21.5% |
| 30D | +4.6% | -18.5% | +23.0% | +20.0% |
| 3M | -30.9% | -3.6% | -27.4% | -30.5% |
| 6M | +29.9% | -3.7% | +33.6% | +29.3% |
| YTD | +55.4% | -19.0% | +74.4% | +76.5% |
| 1Y | +94.1% | -36.0% | +130.2% | +156.5% |
| 3Y | +892.2% | +2.3% | +889.9% | +768.9% |
| 5Y | -26.7% | -27.8% | +1.0% | -24.1% |
| All | -26.7% | -28.9% | +2.1% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling