-30.9%
WULF vs AA
+5.3%
-36.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.8% | -1.0% | -3.1% |
| 7D | -0.6% | -5.4% | +4.8% | +2.7% |
| 30D | -3.6% | -10.7% | +7.0% | +2.5% |
| 3M | -30.4% | -26.2% | -4.2% | -18.7% |
| 6M | +12.5% | -20.9% | +33.4% | +23.7% |
| YTD | +40.5% | -8.6% | +49.1% | +42.9% |
| 1Y | +53.0% | +57.4% | -4.4% | +13.1% |
| 3Y | +796.7% | +77.8% | +718.9% | +521.9% |
| 5Y | -30.9% | +2.7% | -33.6% | -36.2% |
| All | -30.9% | +5.3% | -36.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling