+57.3%
WULF vs AWK
+1.9%
+55.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.3% | +1.9% |
| 7D | +1.4% | -2.1% | +3.5% | -1.1% |
| 30D | -2.6% | +2.1% | -4.7% | +0.2% |
| 3M | -34.0% | +11.4% | -45.3% | -24.5% |
| 6M | +10.0% | +3.9% | +6.1% | +19.6% |
| YTD | +45.7% | +7.7% | +38.0% | +65.3% |
| 1Y | +57.3% | +1.3% | +56.0% | +79.8% |
| All | +57.3% | +1.9% | +55.4% | +79.8% |
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