+86.1%
WULF vs WCC
+61.8%
+24.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.1% | -1.8% |
| 7D | +7.6% | +4.5% | +3.1% | +3.4% |
| 30D | -8.6% | -5.8% | -2.8% | -3.4% |
| 3M | -37.0% | -3.7% | -33.3% | -35.1% |
| 6M | +7.4% | +23.1% | -15.6% | -8.4% |
| YTD | +43.7% | +44.2% | -0.5% | +9.4% |
| 1Y | +86.1% | +62.1% | +24.0% | +48.1% |
| All | +86.1% | +61.8% | +24.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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