+507.6%
WULF vs ACGL
+4,943.5%
-4,436.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +29.4% | -1.2% | +30.6% | +29.5% |
| 30D | -1.3% | +12.8% | -14.1% | -2.7% |
| 3M | -24.1% | +12.3% | -36.4% | -25.2% |
| 6M | -42.8% | +15.8% | -58.6% | -44.1% |
| YTD | +13.5% | +13.9% | -0.4% | +10.9% |
| 1Y | +3.2% | +19.0% | -15.9% | +0.2% |
| 3Y | +1,230.6% | +33.7% | +1,197.0% | +1,165.2% |
| 5Y | -54.1% | +173.4% | -227.5% | -59.6% |
| 10Y | +39.2% | +324.9% | -285.7% | +18.2% |
| All | +507.6% | +4,943.5% | -4,436.0% | +358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling