+1,841.8%
WULF vs AA
+272.1%
+1,569.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.5% | +4.6% | +7.5% |
| 7D | +21.9% | +1.7% | +20.3% | +21.5% |
| 30D | +4.6% | +3.3% | +1.2% | +3.8% |
| 3M | -30.9% | -29.4% | -1.5% | -26.2% |
| 6M | +29.9% | -12.8% | +42.7% | +32.7% |
| YTD | +55.4% | -2.1% | +57.6% | +55.8% |
| 1Y | +94.1% | +62.8% | +31.4% | +76.3% |
| 3Y | +892.2% | +90.5% | +801.7% | +792.6% |
| 5Y | -26.7% | +19.1% | -45.8% | -30.5% |
| 10Y | +94.0% | +124.8% | -30.8% | +65.6% |
| All | +1,841.8% | +272.1% | +1,569.7% | +1,440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling