-24.7%
WULF vs AG
+63.6%
-88.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.7% |
| 7D | +1.4% | -6.7% | +8.1% | +3.8% |
| 30D | -2.6% | +2.2% | -4.8% | -3.4% |
| 3M | -34.0% | +15.7% | -49.7% | -37.9% |
| 6M | +10.0% | -23.8% | +33.8% | +18.1% |
| YTD | +45.7% | +17.6% | +28.1% | +34.2% |
| 1Y | +57.3% | +88.6% | -31.3% | +21.9% |
| 3Y | +878.9% | +253.4% | +625.5% | +440.2% |
| All | -24.7% | +63.6% | -88.4% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling