+878.9%
WULF vs AGNC
+62.2%
+816.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.2% |
| 7D | +1.4% | -4.7% | +6.1% | +7.4% |
| 30D | -2.6% | -5.7% | +3.1% | +4.2% |
| 3M | -34.0% | +1.9% | -35.8% | -36.9% |
| 6M | +10.0% | +1.8% | +8.2% | +6.0% |
| YTD | +45.7% | +3.4% | +42.2% | +39.4% |
| 1Y | +57.3% | +13.6% | +43.7% | +33.0% |
| 3Y | +878.9% | +60.4% | +818.6% | +518.4% |
| All | +878.9% | +62.2% | +816.8% | +518.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling