+972.6%
WULF vs LIN
+36.4%
+936.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.1% | +13.9% | +13.2% |
| 7D | -3.1% | +0.2% | -3.3% | -3.3% |
| 30D | -21.0% | +6.5% | -27.5% | -23.3% |
| 3M | -35.5% | +5.5% | -40.9% | -37.2% |
| 6M | -55.8% | +3.3% | -59.2% | -57.4% |
| YTD | -1.0% | +22.0% | -23.1% | -17.2% |
| 1Y | -20.4% | +25.7% | -46.1% | -35.4% |
| 3Y | +972.6% | +36.2% | +936.4% | +1,023.2% |
| All | +972.6% | +36.4% | +936.2% | +1,023.2% |
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