+86.1%
WULF vs LIN
+2.8%
+83.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.2% |
| 7D | +7.6% | -2.1% | +9.7% | +6.4% |
| 30D | -8.6% | -2.4% | -6.2% | -9.5% |
| 3M | -37.0% | -5.6% | -31.4% | -38.7% |
| 6M | +7.4% | -3.4% | +10.8% | +4.7% |
| YTD | +43.7% | +13.1% | +30.6% | +50.1% |
| 1Y | +86.1% | +2.5% | +83.7% | +105.7% |
| All | +86.1% | +2.8% | +83.3% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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