+86.1%
WULF vs AJG
-12.9%
+99.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +0.5% |
| 7D | +7.6% | -1.8% | +9.4% | +5.9% |
| 30D | -8.6% | +4.6% | -13.3% | -4.9% |
| 3M | -37.0% | +24.9% | -61.9% | -25.0% |
| 6M | +7.4% | +17.2% | -9.8% | +24.3% |
| YTD | +43.7% | +2.2% | +41.5% | +53.9% |
| 1Y | +86.1% | -11.5% | +97.6% | +116.4% |
| All | +86.1% | -12.9% | +99.0% | +116.4% |
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