+1,695.0%
WULF vs KEY
+363.3%
+1,331.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | +2.2% | +5.4% | +7.3% |
| 30D | -8.6% | -3.0% | -5.6% | -8.2% |
| 3M | -37.0% | +3.3% | -40.3% | -37.2% |
| 6M | +7.4% | +9.2% | -1.8% | +6.3% |
| YTD | +43.7% | +10.6% | +33.0% | +42.0% |
| 1Y | +86.1% | +20.4% | +65.7% | +82.0% |
| 3Y | +733.8% | +121.8% | +612.0% | +678.0% |
| 5Y | -33.6% | +41.1% | -74.7% | -36.2% |
| 10Y | +76.1% | +168.5% | -92.5% | +63.1% |
| All | +1,695.0% | +363.3% | +1,331.7% | +1,470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling