-22.1%
WULF vs ACGL
+28.7%
-50.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.7% | -9.3% | -2.7% |
| 7D | -12.8% | +8.0% | -20.8% | -1.7% |
| 30D | -20.9% | +17.3% | -38.2% | +0.5% |
| 3M | -38.0% | +11.2% | -49.2% | -26.5% |
| 6M | -47.5% | +18.2% | -65.7% | -30.1% |
| YTD | +1.8% | +15.4% | -13.6% | +30.7% |
| 1Y | -22.1% | +26.5% | -48.6% | +8.2% |
| All | -22.1% | +28.7% | -50.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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