+57.3%
WULF vs WCC
+66.6%
-9.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +0.2% |
| 7D | +1.4% | +1.5% | -0.1% | +0.2% |
| 30D | -2.6% | -2.1% | -0.5% | -0.2% |
| 3M | -34.0% | +3.8% | -37.8% | -36.2% |
| 6M | +10.0% | +35.0% | -25.0% | -13.2% |
| YTD | +45.7% | +46.4% | -0.7% | +7.2% |
| 1Y | +57.3% | +63.0% | -5.7% | +18.9% |
| All | +57.3% | +66.6% | -9.2% | +18.9% |
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