+66.3%
WULF vs ACGL
+5.7%
+60.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -3.6% |
| 7D | +15.6% | -2.1% | +17.7% | +12.8% |
| 30D | +5.7% | -2.2% | +7.9% | +3.4% |
| 3M | -32.3% | +6.3% | -38.6% | -26.3% |
| 6M | +23.7% | +0.5% | +23.2% | +28.6% |
| YTD | +49.1% | +0.2% | +48.9% | +54.3% |
| 1Y | +66.3% | +7.3% | +59.0% | +84.8% |
| All | +66.3% | +5.7% | +60.6% | +84.8% |
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