+892.2%
WULF vs ABCL
+105.4%
+786.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.1% |
| 7D | +21.9% | +1.4% | +20.5% | +21.4% |
| 30D | +4.6% | +65.1% | -60.5% | -16.1% |
| 3M | -30.9% | +111.1% | -142.0% | -51.9% |
| 6M | +29.9% | +231.6% | -201.7% | -28.1% |
| YTD | +55.4% | +234.5% | -179.1% | -16.6% |
| 1Y | +94.1% | +174.3% | -80.2% | +9.7% |
| 3Y | +892.2% | +111.5% | +780.8% | +538.5% |
| All | +892.2% | +105.4% | +786.8% | +538.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling