+76.1%
WULF vs SYK
+173.6%
-97.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.1% |
| 7D | -0.6% | -12.3% | +11.8% | +3.4% |
| 30D | -3.6% | -22.4% | +18.8% | +4.2% |
| 3M | -30.4% | -12.3% | -18.1% | -28.9% |
| 6M | +12.5% | -24.3% | +36.8% | +21.2% |
| YTD | +40.5% | -22.8% | +63.2% | +48.8% |
| 1Y | +53.0% | -28.8% | +81.8% | +66.8% |
| 3Y | +796.7% | -4.0% | +800.6% | +769.5% |
| 5Y | -30.9% | +3.8% | -34.7% | -36.5% |
| All | +76.1% | +173.6% | -97.5% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling