+417.3%
WULF vs ACI
+21.8%
+395.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.3% | +11.4% | +8.6% |
| 7D | +21.9% | -2.6% | +24.5% | +22.3% |
| 30D | +4.6% | +1.1% | +3.5% | +4.2% |
| 3M | -30.9% | -23.6% | -7.3% | -28.4% |
| 6M | +29.9% | -29.9% | +59.8% | +36.4% |
| YTD | +55.4% | -26.9% | +82.3% | +61.3% |
| 1Y | +94.1% | -34.2% | +128.4% | +105.8% |
| 3Y | +892.2% | -43.6% | +935.8% | +980.4% |
| 5Y | -26.7% | -42.4% | +15.6% | -21.1% |
| All | +417.3% | +21.8% | +395.5% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling