-24.7%
WULF vs ALC
-20.7%
-4.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.1% |
| 7D | +1.4% | -6.3% | +7.7% | +5.1% |
| 30D | -2.6% | -10.3% | +7.6% | +3.0% |
| 3M | -34.0% | -0.7% | -33.2% | -35.0% |
| 6M | +10.0% | -17.8% | +27.8% | +21.0% |
| YTD | +45.7% | -15.8% | +61.5% | +57.0% |
| 1Y | +57.3% | -16.7% | +74.1% | +68.9% |
| 3Y | +878.9% | -19.7% | +898.7% | +939.3% |
| All | -24.7% | -20.7% | -4.1% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling