-55.8%
WULF vs LIN
+4.2%
-60.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.1% | +13.9% | +11.3% |
| 7D | -3.1% | +0.2% | -3.3% | -2.4% |
| 30D | -21.0% | +6.5% | -27.5% | -15.2% |
| 3M | -35.5% | +5.5% | -40.9% | -31.1% |
| 6M | -55.8% | +3.3% | -59.2% | -55.9% |
| All | -55.8% | +4.2% | -60.1% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling