+86.1%
WULF vs KEY
+21.3%
+64.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.5% |
| 7D | +7.6% | +2.2% | +5.4% | +5.5% |
| 30D | -8.6% | -3.0% | -5.6% | -5.8% |
| 3M | -37.0% | +3.3% | -40.3% | -39.7% |
| 6M | +7.4% | +9.2% | -1.8% | -2.2% |
| YTD | +43.7% | +10.6% | +33.0% | +27.8% |
| 1Y | +86.1% | +20.4% | +65.7% | +39.5% |
| All | +86.1% | +21.3% | +64.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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