+82.7%
WULF vs LUMN
-55.8%
+138.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | +1.4% | +2.5% | -1.1% | +0.9% |
| 30D | -2.6% | +10.3% | -13.0% | -4.4% |
| 3M | -34.0% | -18.3% | -15.7% | -31.5% |
| 6M | +10.0% | +4.4% | +5.6% | +9.5% |
| YTD | +45.7% | -10.7% | +56.4% | +47.6% |
| 1Y | +57.3% | +14.0% | +43.4% | +52.8% |
| 3Y | +878.9% | +406.6% | +472.4% | +641.3% |
| 5Y | -28.3% | -36.8% | +8.5% | -35.9% |
| All | +82.7% | -55.8% | +138.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 10y: compounded portfolio wealth divided by compounded LUMN 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…
10y analysis · Full analysis span regression · 6 months rolling