-42.8%
WULF vs ACWI
+2.1%
-44.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +2.2% |
| 7D | +14.2% | -0.7% | +14.9% | +18.3% |
| 30D | -0.1% | -2.0% | +1.9% | +10.3% |
| 3M | -20.2% | -2.2% | -18.1% | -10.7% |
| 6M | -42.8% | +1.9% | -44.7% | -44.1% |
| All | -42.8% | +2.1% | -44.9% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling