+86.1%
WULF vs ALHC
-16.6%
+102.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +7.6% | -0.6% | +8.1% | +7.6% |
| 30D | -8.6% | -1.0% | -7.6% | -8.6% |
| 3M | -37.0% | -10.2% | -26.8% | -39.0% |
| 6M | +7.4% | -28.3% | +35.7% | +7.4% |
| YTD | +43.7% | -31.4% | +75.1% | +36.8% |
| 1Y | +86.1% | -16.9% | +103.1% | +58.3% |
| All | +86.1% | -16.6% | +102.8% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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