+843.9%
WULF vs AG
+260.2%
+583.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -4.2% |
| 7D | -0.6% | -5.8% | +5.2% | +1.4% |
| 30D | -3.6% | +6.4% | -10.0% | -5.5% |
| 3M | -30.4% | +28.4% | -58.8% | -36.3% |
| 6M | +12.5% | -24.5% | +36.9% | +20.0% |
| YTD | +40.5% | +21.2% | +19.3% | +30.4% |
| 1Y | +53.0% | +114.1% | -61.1% | +19.9% |
| All | +843.9% | +260.2% | +583.6% | +455.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling