-30.9%
WULF vs KEY
+40.7%
-71.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +15.6% | -0.3% | +15.9% | +15.8% |
| 30D | +5.7% | -3.3% | +9.0% | +8.5% |
| 3M | -32.3% | -0.7% | -31.6% | -32.1% |
| 6M | +23.7% | +12.5% | +11.2% | +13.1% |
| YTD | +49.1% | +8.4% | +40.7% | +40.0% |
| 1Y | +66.3% | +18.4% | +47.9% | +46.0% |
| 3Y | +851.7% | +123.3% | +728.3% | +504.4% |
| 5Y | -30.9% | +38.8% | -69.7% | -37.1% |
| All | -30.9% | +40.7% | -71.6% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling