+338.2%
WULF vs WCC
+1,734.6%
-1,396.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | +15.6% | +6.8% | +8.8% | +14.5% |
| 30D | +5.7% | -3.0% | +8.8% | +6.4% |
| 3M | -32.3% | +0.2% | -32.5% | -32.0% |
| 6M | +23.7% | +33.2% | -9.5% | +19.8% |
| YTD | +49.1% | +45.8% | +3.3% | +42.8% |
| 1Y | +66.3% | +68.4% | -2.1% | +56.6% |
| 3Y | +851.7% | +131.1% | +720.5% | +772.6% |
| 5Y | -30.9% | +225.6% | -256.5% | -38.0% |
| 10Y | +86.9% | +534.2% | -447.2% | +63.0% |
| All | +338.2% | +1,734.6% | -1,396.4% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling