+1,191.1%
WULF vs LIN
+37.0%
+1,154.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +29.4% | +0.2% | +29.1% | +29.3% |
| 30D | -1.3% | +6.2% | -7.5% | -3.8% |
| 3M | -24.1% | +9.3% | -33.5% | -27.2% |
| 6M | -42.8% | +4.4% | -47.2% | -44.9% |
| YTD | +13.5% | +23.7% | -10.3% | -5.4% |
| 1Y | +3.2% | +23.5% | -20.3% | -13.8% |
| All | +1,191.1% | +37.0% | +1,154.1% | +1,173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling