-26.7%
WULF vs ACGL
+158.6%
-185.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.4% | +10.6% | +8.7% |
| 7D | +21.9% | -2.9% | +24.9% | +22.7% |
| 30D | +4.6% | -2.8% | +7.4% | +5.1% |
| 3M | -30.9% | +6.8% | -37.7% | -33.0% |
| 6M | +29.9% | -1.5% | +31.4% | +28.8% |
| YTD | +55.4% | -0.2% | +55.7% | +51.6% |
| 1Y | +94.1% | +5.3% | +88.8% | +83.7% |
| 3Y | +892.2% | +30.3% | +861.9% | +689.6% |
| 5Y | -26.7% | +151.8% | -178.6% | -61.8% |
| All | -26.7% | +158.6% | -185.4% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling