-24.7%
WULF vs AGI
+400.3%
-425.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +1.4% | -2.7% | +4.1% | +2.7% |
| 30D | -2.6% | +7.2% | -9.9% | -5.7% |
| 3M | -34.0% | +4.3% | -38.2% | -36.1% |
| 6M | +10.0% | -27.1% | +37.1% | +25.4% |
| YTD | +45.7% | -6.6% | +52.3% | +46.9% |
| 1Y | +57.3% | +9.5% | +47.8% | +46.2% |
| 3Y | +878.9% | +208.4% | +670.5% | +363.7% |
| All | -24.7% | +400.3% | -425.0% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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