-13.4%
WULF vs LIN
+25.4%
-38.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.0% | +7.9% | +9.7% |
| 7D | +13.2% | +0.1% | +13.0% | +13.6% |
| 30D | -10.1% | +7.6% | -17.7% | -5.1% |
| 3M | -27.5% | +6.5% | -34.1% | -23.7% |
| 6M | -47.1% | +6.2% | -53.3% | -45.1% |
| YTD | +7.7% | +23.2% | -15.5% | +24.1% |
| All | -13.4% | +25.4% | -38.8% | +1.0% |
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