+82.7%
WULF vs KMB
+14.6%
+68.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +3.7% |
| 7D | +1.4% | -6.5% | +7.9% | +0.5% |
| 30D | -2.6% | -8.8% | +6.2% | -3.8% |
| 3M | -34.0% | -2.2% | -31.8% | -34.2% |
| 6M | +10.0% | +0.7% | +9.3% | +9.8% |
| YTD | +45.7% | +1.0% | +44.7% | +45.7% |
| 1Y | +57.3% | -20.3% | +77.6% | +53.3% |
| 3Y | +878.9% | -13.3% | +892.2% | +861.8% |
| 5Y | -28.3% | -12.9% | -15.4% | -29.0% |
| All | +82.7% | +14.6% | +68.0% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling