-30.9%
WULF vs KMB
-13.0%
-17.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.8% |
| 7D | -0.6% | -7.7% | +7.1% | -2.4% |
| 30D | -3.6% | -8.2% | +4.6% | -5.5% |
| 3M | -30.4% | -1.9% | -28.5% | -30.9% |
| 6M | +12.5% | -0.7% | +13.1% | +11.5% |
| YTD | +40.5% | +1.4% | +39.1% | +40.3% |
| 1Y | +53.0% | -19.1% | +72.1% | +45.7% |
| 3Y | +796.7% | -12.6% | +809.3% | +762.4% |
| 5Y | -30.9% | -12.7% | -18.2% | -27.7% |
| All | -30.9% | -13.0% | -17.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling