+217.2%
WULF vs AG
+439.9%
-222.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +8.3% |
| 7D | +21.9% | +4.5% | +17.4% | +21.4% |
| 30D | +4.6% | +12.9% | -8.3% | +3.4% |
| 3M | -30.9% | +20.9% | -51.9% | -32.2% |
| 6M | +29.9% | -19.5% | +49.4% | +31.8% |
| YTD | +55.4% | +24.8% | +30.6% | +52.4% |
| 1Y | +94.1% | +120.2% | -26.1% | +82.0% |
| 3Y | +892.2% | +279.0% | +613.2% | +784.3% |
| 5Y | -26.7% | +67.9% | -94.7% | -33.0% |
| 10Y | +94.0% | +57.5% | +36.5% | +76.0% |
| All | +217.2% | +439.9% | -222.7% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling