+66.3%
WULF vs ACWI
+20.9%
+45.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.1% |
| 7D | +15.6% | 0.0% | +15.6% | +15.8% |
| 30D | +5.7% | -0.6% | +6.3% | +8.2% |
| 3M | -32.3% | +4.3% | -36.6% | -40.3% |
| 6M | +23.7% | +12.7% | +11.0% | -12.1% |
| YTD | +49.1% | +13.9% | +35.2% | +6.2% |
| 1Y | +66.3% | +20.5% | +45.8% | +13.2% |
| All | +66.3% | +20.9% | +45.5% | +13.2% |
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