+213.0%
WULF vs ACHR
-45.8%
+258.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -2.1% |
| 7D | +15.6% | -2.7% | +18.2% | +16.8% |
| 30D | +5.7% | -12.1% | +17.9% | +9.4% |
| 3M | -32.3% | +3.4% | -35.7% | -34.7% |
| 6M | +23.7% | -15.6% | +39.3% | +28.1% |
| YTD | +49.1% | -26.9% | +75.9% | +63.0% |
| 1Y | +66.3% | -34.8% | +101.1% | +85.4% |
| 3Y | +851.7% | -19.2% | +870.9% | +826.4% |
| 5Y | -30.9% | -43.8% | +12.8% | -36.6% |
| All | +213.0% | -45.8% | +258.8% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling