+86.1%
WULF vs AWK
+1.8%
+84.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.6% |
| 7D | +7.6% | +1.7% | +5.8% | +9.5% |
| 30D | -8.6% | +5.6% | -14.2% | -2.3% |
| 3M | -37.0% | +15.9% | -52.8% | -24.9% |
| 6M | +7.4% | +4.6% | +2.8% | +18.3% |
| YTD | +43.7% | +10.1% | +33.6% | +66.7% |
| 1Y | +86.1% | +2.1% | +84.0% | +118.8% |
| All | +86.1% | +1.8% | +84.3% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling