+82.7%
WULF vs KHC
-54.1%
+136.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.7% |
| 7D | +1.4% | -1.0% | +2.4% | +1.4% |
| 30D | -2.6% | +1.9% | -4.5% | -2.6% |
| 3M | -34.0% | +3.2% | -37.2% | -34.0% |
| 6M | +10.0% | +10.0% | 0.0% | +9.9% |
| YTD | +45.7% | +6.7% | +39.0% | +45.6% |
| 1Y | +57.3% | -0.9% | +58.2% | +57.2% |
| 3Y | +878.9% | -13.6% | +892.5% | +877.7% |
| 5Y | -28.3% | -12.8% | -15.5% | -28.7% |
| All | +82.7% | -54.1% | +136.7% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling