-24.7%
WULF vs ACHR
-42.8%
+18.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | +1.4% | -2.3% | +3.7% | +2.3% |
| 30D | -2.6% | -11.3% | +8.7% | +0.8% |
| 3M | -34.0% | +5.3% | -39.2% | -36.9% |
| 6M | +10.0% | -13.2% | +23.2% | +12.9% |
| YTD | +45.7% | -25.8% | +71.5% | +58.7% |
| 1Y | +57.3% | -34.3% | +91.6% | +75.2% |
| 3Y | +878.9% | -19.9% | +898.9% | +851.9% |
| All | -24.7% | -42.8% | +18.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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