+94.1%
WULF vs LIN
+1.1%
+93.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +7.1% |
| 7D | +21.9% | -3.5% | +25.4% | +19.7% |
| 30D | +4.6% | -4.1% | +8.7% | +2.6% |
| 3M | -30.9% | -6.4% | -24.6% | -33.4% |
| 6M | +29.9% | -2.4% | +32.3% | +26.1% |
| YTD | +55.4% | +10.9% | +44.5% | +60.6% |
| 1Y | +94.1% | 0.0% | +94.1% | +113.8% |
| All | +94.1% | +1.1% | +93.1% | +113.8% |
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