+1,149.5%
WULF vs KDP
+28.1%
+1,121.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -2.8% |
| 7D | +11.0% | -0.8% | +11.8% | +11.0% |
| 30D | +9.4% | +9.7% | -0.4% | +10.9% |
| 3M | -22.6% | +17.6% | -40.2% | -20.9% |
| 6M | -45.4% | +25.8% | -71.2% | -44.3% |
| YTD | +9.8% | +33.9% | -24.0% | +11.8% |
| 1Y | +8.0% | +38.9% | -30.8% | +10.1% |
| 3Y | +1,149.5% | +26.8% | +1,122.7% | +1,244.6% |
| All | +1,149.5% | +28.1% | +1,121.4% | +1,244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 3y: compounded portfolio wealth divided by compounded KDP 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…
3y analysis · Full analysis span regression · 6 months rolling