+134.0%
WULF vs ALC
+17.1%
+117.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.0% | -4.6% |
| 7D | -0.6% | -7.7% | +7.1% | +3.0% |
| 30D | -3.6% | -11.7% | +8.0% | +1.6% |
| 3M | -30.4% | +0.7% | -31.1% | -31.6% |
| 6M | +12.5% | -17.1% | +29.6% | +20.7% |
| YTD | +40.5% | -15.1% | +55.6% | +48.6% |
| 1Y | +53.0% | -14.1% | +67.1% | +59.4% |
| 3Y | +796.7% | -18.2% | +814.8% | +843.9% |
| 5Y | -30.9% | -19.2% | -11.7% | -28.9% |
| All | +134.0% | +17.1% | +117.0% | +141.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling