+843.9%
WULF vs ABT
+9.1%
+834.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -6.1% |
| 7D | -0.6% | -5.0% | +4.4% | -1.4% |
| 30D | -3.6% | -5.8% | +2.2% | -4.6% |
| 3M | -30.4% | +16.7% | -47.1% | -29.7% |
| 6M | +12.5% | -5.2% | +17.7% | +13.4% |
| YTD | +40.5% | -16.0% | +56.4% | +40.3% |
| 1Y | +53.0% | -18.3% | +71.2% | +52.9% |
| All | +843.9% | +9.1% | +834.7% | +831.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling