+878.9%
WULF vs KVUE
-9.0%
+887.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -5.1% | +6.5% | +1.7% |
| 30D | -2.6% | -6.3% | +3.7% | -2.2% |
| 3M | -34.0% | -0.5% | -33.5% | -34.5% |
| 6M | +10.0% | +3.1% | +6.9% | +8.5% |
| YTD | +45.7% | +6.7% | +39.0% | +43.0% |
| 1Y | +57.3% | -1.1% | +58.5% | +54.4% |
| 3Y | +878.9% | -8.7% | +887.7% | +848.3% |
| All | +878.9% | -9.0% | +887.9% | +848.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 3y: compounded portfolio wealth divided by compounded KVUE 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…
3y analysis · Full analysis span regression · 6 months rolling