+1,720.0%
WULF vs AJG
+8,524.5%
-6,804.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | +1.4% | -8.3% | +9.7% | +1.7% |
| 30D | -2.6% | -5.7% | +3.1% | -2.5% |
| 3M | -34.0% | +9.1% | -43.0% | -34.5% |
| 6M | +10.0% | +15.2% | -5.2% | +8.7% |
| YTD | +45.7% | -6.3% | +52.0% | +45.6% |
| 1Y | +57.3% | -19.1% | +76.4% | +58.8% |
| 3Y | +878.9% | +8.2% | +870.7% | +861.9% |
| 5Y | -28.3% | +75.6% | -103.9% | -31.8% |
| 10Y | +82.7% | +471.1% | -388.5% | +67.3% |
| All | +1,720.0% | +8,524.5% | -6,804.5% | +1,358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling