+878.9%
WULF vs AA
+73.2%
+805.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -3.4% | +4.8% | +4.0% |
| 30D | -2.6% | -5.8% | +3.2% | +1.4% |
| 3M | -34.0% | -29.9% | -4.1% | -17.8% |
| 6M | +10.0% | -27.0% | +37.0% | +29.5% |
| YTD | +45.7% | -8.7% | +54.4% | +46.1% |
| 1Y | +57.3% | +50.6% | +6.7% | +7.4% |
| 3Y | +878.9% | +74.1% | +804.9% | +464.0% |
| All | +878.9% | +73.2% | +805.7% | +464.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling