+24.5%
ALAB vs WULF
-22.8%
+47.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.6% | +2.2% | -0.8% |
| 7D | -24.9% | -12.8% | -12.1% | -19.1% |
| 30D | -38.4% | -20.9% | -17.5% | -30.2% |
| 3M | -38.3% | -38.0% | -0.2% | -21.3% |
| 6M | +10.9% | -47.5% | +58.5% | +53.2% |
| YTD | +34.2% | +1.8% | +32.4% | +27.5% |
| 1Y | +24.5% | -22.1% | +46.6% | +32.5% |
| All | +24.5% | -22.8% | +47.3% | +32.5% |
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