+358.7%
ALAB vs WULF
+843.9%
-485.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.8% | +0.5% | -3.8% |
| 7D | +0.6% | -0.6% | +1.2% | +0.5% |
| 30D | -8.8% | -3.6% | -5.2% | -8.5% |
| 3M | -14.0% | -30.4% | +16.4% | -5.7% |
| 6M | +144.3% | +12.5% | +131.8% | +138.1% |
| YTD | +71.0% | +40.5% | +30.6% | +58.2% |
| 1Y | +23.5% | +53.0% | -29.5% | +10.5% |
| All | +358.7% | +843.9% | -485.2% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling