+8.0%
WULF vs LIN
+25.4%
-17.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +7.0% |
| 7D | +14.2% | +0.3% | +13.8% | +14.4% |
| 30D | -0.1% | +8.0% | -8.1% | +5.5% |
| 3M | -20.2% | +7.7% | -27.9% | -15.7% |
| 6M | -42.8% | +5.1% | -47.9% | -40.8% |
| YTD | +16.3% | +24.7% | -8.4% | +29.1% |
| 1Y | +8.0% | +25.1% | -17.1% | +25.8% |
| All | +8.0% | +25.4% | -17.4% | +25.8% |
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