+82.7%
WULF vs WCN
+235.9%
-153.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -3.1% | +4.5% | +1.9% |
| 30D | -2.6% | -3.4% | +0.8% | -2.1% |
| 3M | -34.0% | +3.0% | -36.9% | -35.0% |
| 6M | +10.0% | -3.8% | +13.7% | +9.6% |
| YTD | +45.7% | -8.3% | +54.0% | +46.8% |
| 1Y | +57.3% | -9.7% | +67.1% | +58.8% |
| 3Y | +878.9% | +17.2% | +861.8% | +810.4% |
| 5Y | -28.3% | +25.3% | -53.6% | -34.6% |
| All | +82.7% | +235.9% | -153.2% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling