+86.1%
WULF vs ALB
+60.9%
+25.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +3.2% |
| 7D | +7.6% | -8.1% | +15.6% | +10.4% |
| 30D | -8.6% | +6.3% | -14.9% | -11.9% |
| 3M | -37.0% | -23.6% | -13.4% | -31.6% |
| 6M | +7.4% | -24.6% | +32.0% | +14.0% |
| YTD | +43.7% | -10.3% | +54.0% | +49.3% |
| 1Y | +86.1% | +61.5% | +24.7% | +109.1% |
| All | +86.1% | +60.9% | +25.2% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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