+86.1%
WULF vs SYK
-21.3%
+107.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.0% |
| 7D | +7.6% | -8.3% | +15.9% | +3.5% |
| 30D | -8.6% | -10.1% | +1.4% | -12.5% |
| 3M | -37.0% | +0.9% | -37.9% | -35.9% |
| 6M | +7.4% | -20.2% | +27.6% | -8.5% |
| YTD | +43.7% | -13.3% | +57.0% | +35.4% |
| 1Y | +86.1% | -22.3% | +108.5% | +78.1% |
| All | +86.1% | -21.3% | +107.4% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling