-24.7%
WULF vs AJG
+74.4%
-99.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.7% |
| 7D | +1.4% | -8.3% | +9.7% | +1.0% |
| 30D | -2.6% | -5.7% | +3.1% | -2.9% |
| 3M | -34.0% | +9.1% | -43.0% | -34.9% |
| 6M | +10.0% | +15.2% | -5.2% | +7.6% |
| YTD | +45.7% | -6.3% | +52.0% | +47.5% |
| 1Y | +57.3% | -19.1% | +76.4% | +66.6% |
| 3Y | +878.9% | +8.2% | +870.7% | +762.7% |
| All | -24.7% | +74.4% | -99.1% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling