-55.9%
WULF vs ALK
-31.3%
-24.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.2% |
| 7D | +11.0% | -1.2% | +12.2% | +11.9% |
| 30D | +9.4% | +7.7% | +1.7% | +1.5% |
| 3M | -22.6% | -19.0% | -3.6% | -12.0% |
| 6M | -45.4% | -0.2% | -45.2% | -47.5% |
| YTD | +9.8% | -23.5% | +33.3% | +28.0% |
| 1Y | +8.0% | -9.1% | +17.2% | +10.9% |
| 3Y | +1,149.5% | +12.0% | +1,137.5% | +879.9% |
| All | -55.9% | -31.3% | -24.6% | -54.3% |
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