+8.0%
WULF vs ALC
-6.0%
+14.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -2.1% |
| 7D | +11.0% | -1.1% | +12.1% | +10.7% |
| 30D | +9.4% | +16.0% | -6.7% | +13.4% |
| 3M | -22.6% | +0.8% | -23.4% | -21.0% |
| 6M | -45.4% | +16.8% | -62.3% | -44.6% |
| YTD | +9.8% | -5.5% | +15.3% | +19.8% |
| 1Y | +8.0% | -5.3% | +13.3% | +18.0% |
| All | +8.0% | -6.0% | +14.1% | +18.0% |
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