+86.1%
WULF vs KWEB
-27.0%
+113.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | -0.1% |
| 7D | +7.6% | -1.0% | +8.6% | +8.5% |
| 30D | -8.6% | -8.7% | +0.1% | -1.0% |
| 3M | -37.0% | -4.0% | -33.0% | -35.2% |
| 6M | +7.4% | -13.1% | +20.6% | +22.8% |
| YTD | +43.7% | -23.5% | +67.2% | +91.3% |
| 1Y | +86.1% | -27.2% | +113.3% | +130.3% |
| All | +86.1% | -27.0% | +113.2% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling