+843.9%
WULF vs ACN
-42.6%
+886.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -5.9% |
| 7D | -0.6% | -7.9% | +7.3% | +0.2% |
| 30D | -3.6% | -1.1% | -2.6% | -3.6% |
| 3M | -30.4% | +5.6% | -36.0% | -30.5% |
| 6M | +12.5% | -9.9% | +22.4% | +18.8% |
| YTD | +40.5% | -32.3% | +72.8% | +72.3% |
| 1Y | +53.0% | -25.3% | +78.3% | +71.1% |
| All | +843.9% | -42.6% | +886.5% | +1,093.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling