-34.4%
WULF vs AGNC
-0.6%
-33.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.6% | -13.3% | -13.4% |
| 7D | -20.9% | -0.1% | -20.8% | -20.9% |
| 30D | -32.7% | +2.8% | -35.4% | -34.5% |
| 3M | -44.2% | -14.2% | -30.0% | -34.8% |
| 6M | -57.1% | -11.7% | -45.4% | -52.8% |
| YTD | -12.3% | -7.7% | -4.6% | -1.4% |
| 1Y | -34.4% | -1.2% | -33.2% | -26.8% |
| All | -34.4% | -0.6% | -33.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling