+312.9%
WULF vs WCN
+6,610.8%
-6,297.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.7% |
| 7D | -0.6% | -4.4% | +3.9% | -0.3% |
| 30D | -3.6% | -4.4% | +0.8% | -3.4% |
| 3M | -30.4% | +0.5% | -30.9% | -30.6% |
| 6M | +12.5% | -3.3% | +15.7% | +12.3% |
| YTD | +40.5% | -8.5% | +49.0% | +40.8% |
| 1Y | +53.0% | -8.9% | +61.9% | +53.2% |
| 3Y | +796.7% | +18.0% | +778.6% | +782.6% |
| 5Y | -30.9% | +25.0% | -55.9% | -32.2% |
| 10Y | +76.1% | +234.7% | -158.6% | +66.2% |
| All | +312.9% | +6,610.8% | -6,297.9% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling