+82.7%
WULF vs ACGL
+276.6%
-193.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -2.0% | +3.4% | +1.8% |
| 30D | -2.6% | -1.2% | -1.4% | -2.5% |
| 3M | -34.0% | +5.4% | -39.4% | -35.2% |
| 6M | +10.0% | +1.4% | +8.6% | +8.7% |
| YTD | +45.7% | +0.2% | +45.5% | +43.3% |
| 1Y | +57.3% | +4.1% | +53.2% | +52.6% |
| 3Y | +878.9% | +28.2% | +850.7% | +781.2% |
| 5Y | -28.3% | +159.5% | -187.8% | -45.8% |
| All | +82.7% | +276.6% | -193.9% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling