+76.1%
WULF vs ALB
+84.6%
-8.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.8% | -4.6% |
| 7D | -0.6% | -7.6% | +7.0% | +2.6% |
| 30D | -3.6% | -5.6% | +2.0% | -2.1% |
| 3M | -30.4% | -16.8% | -13.6% | -26.0% |
| 6M | +12.5% | -26.3% | +38.8% | +23.6% |
| YTD | +40.5% | -13.2% | +53.7% | +45.1% |
| 1Y | +53.0% | +68.8% | -15.8% | +20.7% |
| 3Y | +796.7% | -30.7% | +827.3% | +805.5% |
| 5Y | -30.9% | -46.3% | +15.4% | -24.9% |
| All | +76.1% | +84.6% | -8.5% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling