+82.7%
WULF vs TECK
+377.7%
-295.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +1.4% | -3.8% | +5.2% | +2.9% |
| 30D | -2.6% | +0.7% | -3.4% | -2.7% |
| 3M | -34.0% | +4.6% | -38.6% | -35.0% |
| 6M | +10.0% | +25.1% | -15.1% | +2.9% |
| YTD | +45.7% | +39.2% | +6.5% | +33.2% |
| 1Y | +57.3% | +60.3% | -3.0% | +37.7% |
| 3Y | +878.9% | +62.9% | +816.0% | +764.0% |
| 5Y | -28.3% | +181.5% | -209.8% | -40.9% |
| All | +82.7% | +377.7% | -295.0% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling