+1,695.0%
WULF vs LIN
+9,104.3%
-7,409.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +7.6% | -2.1% | +9.7% | +7.9% |
| 30D | -8.6% | -2.4% | -6.2% | -8.3% |
| 3M | -37.0% | -5.6% | -31.4% | -36.6% |
| 6M | +7.4% | -3.4% | +10.8% | +7.5% |
| YTD | +43.7% | +13.1% | +30.6% | +39.9% |
| 1Y | +86.1% | +2.5% | +83.7% | +84.1% |
| 3Y | +733.8% | +27.6% | +706.2% | +700.6% |
| 5Y | -33.6% | +63.0% | -96.6% | -38.3% |
| 10Y | +76.1% | +359.3% | -283.2% | +46.6% |
| All | +1,695.0% | +9,104.3% | -7,409.3% | +1,186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling