-24.7%
WULF vs KWEB
-42.7%
+18.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.4% |
| 7D | +1.4% | -5.6% | +7.0% | +4.3% |
| 30D | -2.6% | -10.7% | +8.1% | +3.0% |
| 3M | -34.0% | -7.4% | -26.6% | -31.7% |
| 6M | +10.0% | -19.3% | +29.3% | +22.4% |
| YTD | +45.7% | -27.8% | +73.4% | +71.9% |
| 1Y | +57.3% | -35.9% | +93.3% | +96.6% |
| 3Y | +878.9% | -1.9% | +880.9% | +869.3% |
| All | -24.7% | -42.7% | +18.0% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling