-24.7%
WULF vs TECK
+180.1%
-204.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.1% |
| 7D | +1.4% | -3.8% | +5.2% | +4.4% |
| 30D | -2.6% | +0.7% | -3.4% | -2.9% |
| 3M | -34.0% | +4.6% | -38.6% | -36.3% |
| 6M | +10.0% | +25.1% | -15.1% | -5.6% |
| YTD | +45.7% | +39.2% | +6.5% | +18.4% |
| 1Y | +57.3% | +60.3% | -3.0% | +15.6% |
| 3Y | +878.9% | +62.9% | +816.0% | +611.3% |
| All | -24.7% | +180.1% | -204.9% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling