+384.8%
WULF vs ACI
+21.2%
+363.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.3% |
| 7D | +1.4% | -3.7% | +5.1% | +1.9% |
| 30D | -2.6% | +0.6% | -3.2% | -2.9% |
| 3M | -34.0% | -20.3% | -13.6% | -32.2% |
| 6M | +10.0% | -24.7% | +34.6% | +13.4% |
| YTD | +45.7% | -27.2% | +72.9% | +51.3% |
| 1Y | +57.3% | -32.7% | +90.1% | +66.0% |
| 3Y | +878.9% | -43.9% | +922.9% | +966.9% |
| 5Y | -28.3% | -38.9% | +10.6% | -23.4% |
| All | +384.8% | +21.2% | +363.7% | +470.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling