+53.0%
WULF vs ALC
-15.7%
+68.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.0% | -6.2% |
| 7D | -0.6% | -7.7% | +7.1% | -1.9% |
| 30D | -3.6% | -11.7% | +8.0% | -5.5% |
| 3M | -30.4% | +0.7% | -31.1% | -30.7% |
| 6M | +12.5% | -17.1% | +29.6% | +13.1% |
| YTD | +40.5% | -15.1% | +55.6% | +43.7% |
| 1Y | +53.0% | -14.1% | +67.1% | +62.2% |
| All | +53.0% | -15.7% | +68.7% | +62.2% |
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