+164.6%
WULF vs AWK
+966.9%
-802.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +15.6% | +0.6% | +15.0% | +15.6% |
| 30D | +5.7% | +4.3% | +1.4% | +5.6% |
| 3M | -32.3% | +12.5% | -44.8% | -32.7% |
| 6M | +23.7% | +3.3% | +20.4% | +23.4% |
| YTD | +49.1% | +9.8% | +39.3% | +48.1% |
| 1Y | +66.3% | +2.9% | +63.4% | +65.8% |
| 3Y | +851.7% | +9.6% | +842.1% | +827.0% |
| 5Y | -30.9% | -16.7% | -14.3% | -31.2% |
| 10Y | +86.9% | +136.1% | -49.2% | +68.5% |
| All | +164.6% | +966.9% | -802.2% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling