+185.5%
WULF vs KRE
+149.7%
+35.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -5.9% |
| 7D | -0.6% | -1.4% | +0.9% | -0.1% |
| 30D | -3.6% | -3.9% | +0.3% | -2.5% |
| 3M | -30.4% | +3.6% | -34.0% | -31.3% |
| 6M | +12.5% | +15.4% | -2.9% | +7.7% |
| YTD | +40.5% | +15.2% | +25.3% | +34.6% |
| 1Y | +53.0% | +16.5% | +36.5% | +46.3% |
| 3Y | +796.7% | +85.2% | +711.5% | +693.5% |
| 5Y | -30.9% | +33.1% | -64.0% | -34.6% |
| 10Y | +76.1% | +123.1% | -46.9% | +53.7% |
| All | +185.5% | +149.7% | +35.8% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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