+25.0%
ALAB vs WULF
+60.2%
-35.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +0.7% |
| 7D | -6.2% | +1.4% | -7.6% | -7.3% |
| 30D | -8.7% | -2.6% | -6.0% | -8.7% |
| 3M | -20.7% | -34.0% | +13.2% | -6.9% |
| 6M | +133.5% | +10.0% | +123.5% | +122.3% |
| YTD | +75.1% | +45.7% | +29.4% | +52.2% |
| 1Y | +25.0% | +57.3% | -32.3% | +8.9% |
| All | +25.0% | +60.2% | -35.2% | +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