+23.7%
WULF vs ACHR
-10.8%
+34.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -1.6% |
| 7D | +15.6% | -2.7% | +18.2% | +17.1% |
| 30D | +5.7% | -12.1% | +17.9% | +9.5% |
| 3M | -32.3% | +3.4% | -35.7% | -36.1% |
| 6M | +23.7% | -15.6% | +39.3% | +37.0% |
| All | +23.7% | -10.8% | +34.5% | +37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling