+878.9%
WULF vs AJG
+8.2%
+870.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.2% |
| 7D | +1.4% | -8.3% | +9.7% | -2.4% |
| 30D | -2.6% | -5.7% | +3.1% | -4.9% |
| 3M | -34.0% | +9.1% | -43.0% | -31.4% |
| 6M | +10.0% | +15.2% | -5.2% | +16.9% |
| YTD | +45.7% | -6.3% | +52.0% | +48.6% |
| 1Y | +57.3% | -19.1% | +76.4% | +60.4% |
| 3Y | +878.9% | +8.2% | +870.7% | +853.0% |
| All | +878.9% | +8.2% | +870.8% | +853.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling