+10.0%
WULF vs REGN
+1.9%
+8.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.0% |
| 7D | +1.4% | -5.6% | +7.0% | +2.4% |
| 30D | -2.6% | -2.0% | -0.7% | -2.8% |
| 3M | -34.0% | +28.0% | -61.9% | -41.1% |
| 6M | +10.0% | +1.2% | +8.8% | +22.6% |
| All | +10.0% | +1.9% | +8.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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