-22.1%
WULF vs ACWI
+14.9%
-36.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -12.7% |
| 7D | -12.8% | -0.5% | -12.4% | -11.4% |
| 30D | -20.9% | -1.6% | -19.3% | -14.8% |
| 3M | -38.0% | -1.3% | -36.7% | -33.4% |
| 6M | -47.5% | +5.8% | -53.4% | -55.5% |
| YTD | +1.8% | +12.7% | -10.9% | -27.7% |
| 1Y | -22.1% | +15.0% | -37.1% | -47.9% |
| All | -22.1% | +14.9% | -36.9% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling