-26.7%
WULF vs ACWI
+67.7%
-94.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.6% | +9.5% |
| 7D | +21.9% | +1.1% | +20.8% | +18.5% |
| 30D | +4.6% | -0.2% | +4.8% | +5.5% |
| 3M | -30.9% | +4.7% | -35.6% | -38.2% |
| 6M | +29.9% | +14.5% | +15.4% | -6.6% |
| YTD | +55.4% | +14.6% | +40.8% | +14.1% |
| 1Y | +94.1% | +21.4% | +72.7% | +22.9% |
| 3Y | +892.2% | +77.6% | +814.6% | +195.4% |
| 5Y | -26.7% | +68.1% | -94.8% | -74.4% |
| All | -26.7% | +67.7% | -94.5% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling