+1,149.5%
WULF vs ALC
+4.4%
+1,145.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -3.6% |
| 7D | +11.0% | -1.1% | +12.1% | +11.1% |
| 30D | +9.4% | +16.0% | -6.7% | +5.7% |
| 3M | -22.6% | +0.8% | -23.4% | -22.9% |
| 6M | -45.4% | +16.8% | -62.3% | -48.5% |
| YTD | +9.8% | -5.5% | +15.3% | +12.1% |
| 1Y | +8.0% | -5.3% | +13.3% | +9.9% |
| 3Y | +1,149.5% | +4.1% | +1,145.4% | +1,311.5% |
| All | +1,149.5% | +4.4% | +1,145.1% | +1,311.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling