-22.1%
WULF vs VIK
+55.4%
-77.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.2% | -12.8% | -10.8% |
| 7D | -12.8% | +5.4% | -18.2% | -16.4% |
| 30D | -20.9% | +12.5% | -33.4% | -27.5% |
| 3M | -38.0% | -15.2% | -22.8% | -31.2% |
| 6M | -47.5% | +15.4% | -62.9% | -53.7% |
| YTD | +1.8% | +27.7% | -25.8% | -16.6% |
| 1Y | -22.1% | +59.7% | -81.8% | -47.3% |
| All | -22.1% | +55.4% | -77.5% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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