-24.7%
WULF vs AIG
+53.2%
-77.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +1.4% | -1.2% | +2.5% | +1.9% |
| 30D | -2.6% | -1.1% | -1.6% | -2.3% |
| 3M | -34.0% | +0.7% | -34.6% | -35.0% |
| 6M | +10.0% | -2.2% | +12.2% | +9.3% |
| YTD | +45.7% | -10.8% | +56.5% | +52.0% |
| 1Y | +57.3% | -2.0% | +59.4% | +52.8% |
| 3Y | +878.9% | +34.8% | +844.1% | +640.1% |
| All | -24.7% | +53.2% | -77.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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