+985.2%
WULF vs TECK
+2,066.2%
-1,081.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.3% | +0.5% | -4.8% |
| 7D | -0.6% | -4.2% | +3.7% | +0.2% |
| 30D | -3.6% | -0.4% | -3.3% | -3.5% |
| 3M | -30.4% | +10.1% | -40.6% | -31.3% |
| 6M | +12.5% | +26.0% | -13.5% | +9.3% |
| YTD | +40.5% | +38.0% | +2.4% | +35.4% |
| 1Y | +53.0% | +63.8% | -10.8% | +44.0% |
| 3Y | +796.7% | +68.5% | +728.2% | +750.0% |
| 5Y | -30.9% | +179.2% | -210.1% | -37.1% |
| 10Y | +76.1% | +358.6% | -282.5% | +48.9% |
| All | +985.2% | +2,066.2% | -1,081.0% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling