+42.6%
WULF vs ACWI
+227.3%
-184.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +4.6% |
| 7D | +14.2% | -0.7% | +14.9% | +16.3% |
| 30D | -0.1% | -2.0% | +1.9% | +4.5% |
| 3M | -20.2% | -2.2% | -18.1% | -15.8% |
| 6M | -42.8% | +1.9% | -44.7% | -42.2% |
| YTD | +16.3% | +12.0% | +4.3% | +6.3% |
| 1Y | +8.0% | +12.5% | -4.5% | -1.3% |
| 3Y | +1,263.3% | +75.4% | +1,187.9% | +738.4% |
| 5Y | -53.5% | +61.5% | -115.0% | -69.8% |
| 10Y | +42.6% | +227.1% | -184.5% | -23.8% |
| All | +42.6% | +227.3% | -184.7% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling