-34.4%
WULF vs AJG
+16.2%
-50.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.1% | -13.8% | -13.9% |
| 7D | -20.9% | +7.4% | -28.4% | -14.8% |
| 30D | -32.7% | +25.3% | -58.0% | -16.4% |
| 3M | -44.2% | +15.1% | -59.3% | -35.0% |
| 6M | -57.1% | +40.8% | -97.9% | -41.0% |
| YTD | -12.3% | +12.3% | -24.6% | +2.6% |
| 1Y | -34.4% | +17.5% | -51.9% | -20.3% |
| All | -34.4% | +16.2% | -50.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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