+1,695.0%
WULF vs ALB
+2,850.4%
-1,155.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +2.6% |
| 7D | +7.6% | -8.1% | +15.6% | +9.2% |
| 30D | -8.6% | +6.3% | -14.9% | -10.2% |
| 3M | -37.0% | -23.6% | -13.4% | -33.9% |
| 6M | +7.4% | -24.6% | +32.0% | +12.4% |
| YTD | +43.7% | -10.3% | +54.0% | +45.8% |
| 1Y | +86.1% | +61.5% | +24.7% | +68.2% |
| 3Y | +733.8% | -34.0% | +767.8% | +743.1% |
| 5Y | -33.6% | -44.6% | +11.0% | -31.2% |
| 10Y | +76.1% | +76.1% | 0.0% | +73.7% |
| All | +1,695.0% | +2,850.4% | -1,155.4% | +1,870.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling