-22.1%
WULF vs ALC
+4.2%
-26.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.8% | -13.5% | -4.2% |
| 7D | -12.8% | +10.7% | -23.5% | -9.5% |
| 30D | -20.9% | +20.2% | -41.1% | -16.3% |
| 3M | -38.0% | +8.9% | -46.9% | -35.5% |
| 6M | -47.5% | +5.7% | -53.2% | -44.9% |
| YTD | +1.8% | -1.4% | +3.3% | +11.0% |
| 1Y | -22.1% | +4.7% | -26.8% | -14.1% |
| All | -22.1% | +4.2% | -26.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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