+0.5%
AAL vs WULF
+60.2%
-59.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -12.9% | -2.6% | -10.2% | -12.9% |
| 3M | -11.2% | -34.0% | +22.8% | -6.9% |
| 6M | +17.8% | +10.0% | +7.9% | +14.1% |
| YTD | -15.1% | +45.7% | -60.8% | -21.1% |
| 1Y | +0.5% | +57.3% | -56.9% | -8.9% |
| All | +0.5% | +60.2% | -59.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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