+365.7%
ALAB vs WULF
+944.4%
-578.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +8.2% | -15.1% | -9.2% |
| 7D | +3.2% | +21.9% | -18.7% | -2.6% |
| 30D | -13.6% | +4.6% | -18.1% | -15.1% |
| 3M | -16.6% | -30.9% | +14.3% | -8.6% |
| 6M | +142.3% | +29.9% | +112.4% | +127.5% |
| YTD | +73.6% | +55.4% | +18.2% | +56.3% |
| 1Y | +33.7% | +94.1% | -60.5% | +13.0% |
| All | +365.7% | +944.4% | -578.8% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling