+446.0%
WULF vs AGG
+96.0%
+350.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -1.1% | +2.4% | +2.1% |
| 30D | -2.6% | -1.1% | -1.5% | -1.8% |
| 3M | -34.0% | -1.9% | -32.0% | -33.0% |
| 6M | +10.0% | -1.7% | +11.7% | +11.7% |
| YTD | +45.7% | -1.3% | +47.0% | +47.5% |
| 1Y | +57.3% | -0.7% | +58.1% | +58.8% |
| 3Y | +878.9% | +12.5% | +866.5% | +820.3% |
| 5Y | -28.3% | -2.5% | -25.8% | -31.8% |
| 10Y | +82.7% | +14.2% | +68.4% | +77.0% |
| All | +446.0% | +96.0% | +350.1% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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