-22.1%
WULF vs TECK
+59.3%
-81.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.3% | -10.9% | -10.6% |
| 7D | -12.8% | +2.3% | -15.1% | -15.3% |
| 30D | -20.9% | -5.0% | -15.9% | -17.0% |
| 3M | -38.0% | -0.3% | -37.7% | -37.8% |
| 6M | -47.5% | +13.9% | -61.4% | -54.5% |
| YTD | +1.8% | +35.2% | -33.4% | -20.6% |
| 1Y | -22.1% | +57.5% | -79.6% | -46.5% |
| All | -22.1% | +59.3% | -81.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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