-30.9%
WULF vs ABT
-11.0%
-19.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.4% |
| 7D | -0.6% | -5.0% | +4.4% | +0.4% |
| 30D | -3.6% | -5.8% | +2.2% | -2.7% |
| 3M | -30.4% | +16.7% | -47.1% | -34.1% |
| 6M | +12.5% | -5.2% | +17.7% | +14.3% |
| YTD | +40.5% | -16.0% | +56.4% | +48.0% |
| 1Y | +53.0% | -18.3% | +71.2% | +62.3% |
| 3Y | +796.7% | +9.2% | +787.4% | +664.7% |
| 5Y | -30.9% | -11.6% | -19.3% | -29.7% |
| All | -30.9% | -11.0% | -19.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling