-27.4%
WULF vs WCC
+212.3%
-239.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.5% | -3.4% |
| 7D | -0.6% | +1.7% | -2.2% | -1.6% |
| 30D | -3.6% | -6.1% | +2.4% | +1.3% |
| 3M | -30.4% | +3.1% | -33.5% | -31.2% |
| 6M | +12.5% | +28.2% | -15.8% | -4.3% |
| YTD | +40.5% | +41.1% | -0.6% | +11.6% |
| 1Y | +53.0% | +61.3% | -8.3% | +10.4% |
| 3Y | +796.7% | +123.6% | +673.0% | +407.9% |
| All | -27.4% | +212.3% | -239.8% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling