+51.7%
WULF vs AG
+117.1%
-65.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -3.8% |
| 7D | -0.6% | -5.8% | +5.2% | +1.8% |
| 30D | -3.6% | +6.4% | -10.0% | -6.0% |
| 3M | -30.4% | +28.4% | -58.8% | -37.8% |
| 6M | +12.5% | -24.5% | +36.9% | +21.2% |
| YTD | +40.5% | +21.2% | +19.3% | +30.0% |
| All | +51.7% | +117.1% | -65.4% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling