+214.2%
WULF vs ABCL
-82.1%
+296.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.4% |
| 7D | +1.4% | -4.7% | +6.1% | +3.0% |
| 30D | -2.6% | +5.2% | -7.8% | -4.6% |
| 3M | -34.0% | +106.6% | -140.6% | -51.2% |
| 6M | +10.0% | +198.4% | -188.4% | -29.8% |
| YTD | +45.7% | +218.4% | -172.7% | -10.5% |
| 1Y | +57.3% | +136.2% | -78.9% | +5.1% |
| 3Y | +878.9% | +103.2% | +775.8% | +543.1% |
| 5Y | -28.3% | -42.7% | +14.3% | -43.0% |
| All | +214.2% | -82.1% | +296.3% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling