+86.1%
WULF vs TECK
+108.8%
-22.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | +7.6% | -0.3% | +7.9% | +8.0% |
| 30D | -8.6% | +4.6% | -13.3% | -12.2% |
| 3M | -37.0% | +2.8% | -39.8% | -38.9% |
| 6M | +7.4% | +24.9% | -17.5% | -12.9% |
| YTD | +43.7% | +44.7% | -1.1% | +8.0% |
| 1Y | +86.1% | +112.0% | -25.9% | +9.1% |
| All | +86.1% | +108.8% | -22.7% | +9.1% |
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