+152.1%
WULF vs AGNC
+622.7%
-470.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +1.4% | -4.7% | +6.1% | +3.4% |
| 30D | -2.6% | -5.7% | +3.1% | -0.4% |
| 3M | -34.0% | +1.9% | -35.8% | -34.7% |
| 6M | +10.0% | +1.8% | +8.2% | +9.3% |
| YTD | +45.7% | +3.4% | +42.2% | +44.6% |
| 1Y | +57.3% | +13.6% | +43.7% | +50.5% |
| 3Y | +878.9% | +60.4% | +818.6% | +752.6% |
| 5Y | -28.3% | +27.0% | -55.3% | -34.5% |
| 10Y | +82.7% | +83.1% | -0.4% | +55.3% |
| All | +152.1% | +622.7% | -470.6% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling