+32.0%
WULF vs LIN
+430.8%
-398.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.0% | +7.9% | +8.5% |
| 7D | +13.2% | +0.1% | +13.0% | +12.9% |
| 30D | -10.1% | +7.6% | -17.7% | -13.2% |
| 3M | -27.5% | +6.5% | -34.1% | -30.0% |
| 6M | -47.1% | +6.2% | -53.3% | -49.3% |
| YTD | +7.7% | +23.2% | -15.5% | -4.2% |
| 1Y | -11.2% | +25.4% | -36.6% | -22.1% |
| 3Y | +1,217.0% | +38.3% | +1,178.7% | +1,022.4% |
| 5Y | -57.0% | +64.4% | -121.5% | -66.4% |
| 10Y | +32.0% | +417.3% | -385.3% | -11.4% |
| All | +32.0% | +430.8% | -398.8% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling