+369.5%
ALAB vs WULF
+878.9%
-509.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +1.3% |
| 7D | -6.2% | +1.4% | -7.6% | -6.8% |
| 30D | -8.7% | -2.6% | -6.0% | -8.6% |
| 3M | -20.7% | -34.0% | +13.2% | -12.1% |
| 6M | +133.5% | +10.0% | +123.5% | +128.3% |
| YTD | +75.1% | +45.7% | +29.4% | +60.3% |
| 1Y | +25.0% | +57.3% | -32.3% | +10.9% |
| All | +369.5% | +878.9% | -509.5% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling