+86.1%
WULF vs ACGL
+4.8%
+81.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | -0.4% |
| 7D | +7.6% | -0.7% | +8.3% | +6.4% |
| 30D | -8.6% | -1.0% | -7.6% | -9.6% |
| 3M | -37.0% | +11.0% | -48.0% | -27.4% |
| 6M | +7.4% | -0.3% | +7.7% | +9.5% |
| YTD | +43.7% | +2.3% | +41.4% | +52.6% |
| 1Y | +86.1% | +6.4% | +79.8% | +112.2% |
| All | +86.1% | +4.8% | +81.3% | +112.2% |
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