-22.1%
WULF vs WCN
+16.1%
-38.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.8% | -9.4% | -4.0% |
| 7D | -12.8% | +6.7% | -19.5% | -6.9% |
| 30D | -20.9% | +24.3% | -45.2% | -3.0% |
| 3M | -38.0% | +16.1% | -54.1% | -28.5% |
| 6M | -47.5% | +19.9% | -67.5% | -37.2% |
| YTD | +1.8% | +10.1% | -8.3% | +18.9% |
| 1Y | -22.1% | +14.4% | -36.5% | -9.6% |
| All | -22.1% | +16.1% | -38.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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