+878.9%
WULF vs TECK
+65.8%
+813.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.0% |
| 7D | +1.4% | -3.8% | +5.2% | +5.0% |
| 30D | -2.6% | +0.7% | -3.4% | -3.0% |
| 3M | -34.0% | +4.6% | -38.6% | -37.0% |
| 6M | +10.0% | +25.1% | -15.1% | -9.5% |
| YTD | +45.7% | +39.2% | +6.5% | +11.8% |
| 1Y | +57.3% | +60.3% | -3.0% | +6.4% |
| 3Y | +878.9% | +62.9% | +816.0% | +522.5% |
| All | +878.9% | +65.8% | +813.2% | +522.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling