-22.1%
WULF vs ILMN
+92.1%
-114.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -5.2% |
| 7D | -12.8% | -21.6% | +8.7% | -7.3% |
| 30D | -20.9% | -22.9% | +2.0% | -15.9% |
| 3M | -38.0% | +11.6% | -49.6% | -38.0% |
| 6M | -47.5% | +62.5% | -110.1% | -49.1% |
| YTD | +1.8% | +72.7% | -70.9% | -14.0% |
| 1Y | -22.1% | +93.9% | -115.9% | -43.8% |
| All | -22.1% | +92.1% | -114.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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