+86.1%
WULF vs KMB
-14.3%
+100.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.2% |
| 7D | +7.6% | -4.2% | +11.7% | +6.7% |
| 30D | -8.6% | -6.6% | -2.0% | -9.7% |
| 3M | -37.0% | +12.6% | -49.6% | -39.3% |
| 6M | +7.4% | +2.9% | +4.6% | +4.2% |
| YTD | +43.7% | +6.8% | +36.9% | +40.4% |
| 1Y | +86.1% | -14.8% | +100.9% | +103.4% |
| All | +86.1% | -14.3% | +100.5% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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