+82.7%
WULF vs ACN
+97.5%
-14.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.4% | +2.7% |
| 7D | +1.4% | -1.5% | +2.9% | +1.7% |
| 30D | -2.6% | +2.1% | -4.7% | -3.6% |
| 3M | -34.0% | +11.1% | -45.1% | -38.0% |
| 6M | +10.0% | -6.8% | +16.8% | +9.3% |
| YTD | +45.7% | -30.0% | +75.7% | +62.9% |
| 1Y | +57.3% | -23.1% | +80.5% | +66.5% |
| 3Y | +878.9% | -40.4% | +919.3% | +1,086.1% |
| 5Y | -28.3% | -41.6% | +13.3% | -15.7% |
| All | +82.7% | +97.5% | -14.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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