-42.8%
WULF vs ACGL
+16.1%
-58.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.3% |
| 7D | +29.4% | -1.2% | +30.6% | +27.0% |
| 30D | -1.3% | +12.8% | -14.1% | +21.7% |
| 3M | -24.1% | +12.3% | -36.4% | -6.6% |
| 6M | -42.8% | +15.8% | -58.6% | -22.2% |
| All | -42.8% | +16.1% | -58.9% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling