+74.5%
WULF vs LIN
+362.4%
-287.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +7.6% | -2.1% | +9.7% | +8.5% |
| 30D | -8.6% | -2.4% | -6.2% | -7.9% |
| 3M | -37.0% | -5.6% | -31.4% | -36.1% |
| 6M | +7.4% | -3.4% | +10.8% | +7.4% |
| YTD | +43.7% | +13.1% | +30.6% | +33.2% |
| 1Y | +86.1% | +2.5% | +83.7% | +80.1% |
| 3Y | +733.8% | +27.6% | +706.2% | +640.9% |
| 5Y | -33.6% | +63.0% | -96.6% | -46.6% |
| All | +74.5% | +362.4% | -287.9% | +24.1% |
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