+1,352.5%
WULF vs ALK
+1,116.7%
+235.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.6% |
| 7D | +14.2% | +2.6% | +11.6% | +13.9% |
| 30D | -0.1% | +7.8% | -7.9% | -1.5% |
| 3M | -20.2% | -15.2% | -5.0% | -18.3% |
| 6M | -42.8% | +5.0% | -47.9% | -43.4% |
| YTD | +16.3% | -18.4% | +34.7% | +20.1% |
| 1Y | +8.0% | -2.4% | +10.4% | +8.8% |
| 3Y | +1,263.3% | +19.8% | +1,243.5% | +1,252.0% |
| 5Y | -53.5% | -27.8% | -25.7% | -51.4% |
| 10Y | +42.6% | -42.0% | +84.5% | +47.7% |
| All | +1,352.5% | +1,116.7% | +235.8% | +1,079.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling