-45.4%
WULF vs KEY
+3.6%
-49.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.5% |
| 7D | +11.0% | +2.9% | +8.1% | +9.9% |
| 30D | +9.4% | +8.4% | +0.9% | +6.7% |
| 3M | -22.6% | -5.8% | -16.9% | -20.5% |
| 6M | -45.4% | +5.4% | -50.9% | -50.5% |
| All | -45.4% | +3.6% | -49.0% | -50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling