+82.7%
WULF vs HON
+136.9%
-54.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -3.5% | +4.9% | +3.4% |
| 30D | -2.6% | -13.8% | +11.1% | +5.5% |
| 3M | -34.0% | -11.7% | -22.3% | -29.8% |
| 6M | +10.0% | -18.7% | +28.7% | +22.8% |
| YTD | +45.7% | +0.2% | +45.5% | +46.1% |
| 1Y | +57.3% | -3.1% | +60.4% | +59.1% |
| 3Y | +878.9% | +17.0% | +862.0% | +832.4% |
| 5Y | -28.3% | +2.0% | -30.3% | -29.6% |
| All | +82.7% | +136.9% | -54.3% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 10y: compounded portfolio wealth divided by compounded HON 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…
10y analysis · Full analysis span regression · 6 months rolling