-22.1%
WULF vs ABT
-4.8%
-17.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.6% | -12.2% | -4.0% |
| 7D | -12.8% | +12.5% | -25.4% | -7.7% |
| 30D | -20.9% | +16.1% | -37.0% | -15.1% |
| 3M | -38.0% | +10.2% | -48.2% | -34.7% |
| 6M | -47.5% | +33.7% | -81.2% | -43.1% |
| YTD | +1.8% | -5.5% | +7.3% | +3.3% |
| 1Y | -22.1% | -5.9% | -16.2% | -20.1% |
| All | -22.1% | -4.8% | -17.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling