+840.4%
WULF vs KVUE
-20.4%
+860.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -34.0% | -0.5% | -33.5% | -34.4% |
| 6M | +10.0% | +3.1% | +6.9% | +8.6% |
| YTD | +45.7% | +6.7% | +39.0% | +43.3% |
| 1Y | +57.3% | -1.1% | +58.5% | +54.6% |
| 3Y | +878.9% | -8.7% | +887.7% | +825.0% |
| All | +840.4% | -20.4% | +860.9% | +763.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling