+44.7%
WULF vs ALHC
-61.4%
+106.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -3.0% |
| 7D | +11.0% | +0.3% | +10.7% | +10.9% |
| 30D | +9.4% | -10.6% | +19.9% | +11.0% |
| 3M | -22.6% | -45.3% | +22.7% | -16.8% |
| 6M | -45.4% | -59.7% | +14.3% | -40.1% |
| YTD | +9.8% | -62.7% | +72.6% | +21.1% |
| 1Y | +8.0% | -56.1% | +64.2% | +15.9% |
| 3Y | +1,149.5% | +21.3% | +1,128.3% | +944.5% |
| 5Y | -55.6% | -66.0% | +10.4% | -62.0% |
| All | +44.7% | -61.4% | +106.1% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling