+1,654.8%
WULF vs HON
+2,216.1%
-561.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.4% | -5.5% |
| 7D | -0.6% | -2.6% | +2.1% | -0.1% |
| 30D | -3.6% | -11.9% | +8.2% | -1.4% |
| 3M | -30.4% | -6.1% | -24.3% | -29.6% |
| 6M | +12.5% | -19.2% | +31.7% | +16.8% |
| YTD | +40.5% | +0.2% | +40.3% | +40.9% |
| 1Y | +53.0% | -1.5% | +54.5% | +53.5% |
| 3Y | +796.7% | +17.9% | +778.7% | +785.9% |
| 5Y | -30.9% | +1.9% | -32.8% | -30.3% |
| 10Y | +76.1% | +135.2% | -59.1% | +64.1% |
| All | +1,654.8% | +2,216.1% | -561.4% | +1,431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling