+76.1%
WULF vs AG
+73.4%
+2.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -4.9% |
| 7D | -0.6% | -5.8% | +5.2% | +0.5% |
| 30D | -3.6% | +6.4% | -10.0% | -4.7% |
| 3M | -30.4% | +28.4% | -58.8% | -33.7% |
| 6M | +12.5% | -24.5% | +36.9% | +16.9% |
| YTD | +40.5% | +21.2% | +19.3% | +35.3% |
| 1Y | +53.0% | +114.1% | -61.1% | +34.5% |
| 3Y | +796.7% | +268.0% | +528.6% | +605.3% |
| 5Y | -30.9% | +67.3% | -98.2% | -43.1% |
| All | +76.1% | +73.4% | +2.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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