+23.7%
WULF vs VIK
+26.9%
-3.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -1.3% |
| 7D | +15.6% | -0.8% | +16.4% | +16.5% |
| 30D | +5.7% | -18.0% | +23.8% | +22.4% |
| 3M | -32.3% | -5.8% | -26.5% | -31.0% |
| 6M | +23.7% | +17.2% | +6.5% | +3.6% |
| All | +23.7% | +26.9% | -3.2% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling