+85.1%
WULF vs ALHC
-33.0%
+118.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.5% |
| 7D | -0.6% | -5.8% | +5.2% | +0.3% |
| 30D | -3.6% | -3.3% | -0.3% | -3.2% |
| 3M | -30.4% | -37.9% | +7.5% | -26.5% |
| 6M | +12.5% | -29.5% | +42.0% | +15.0% |
| YTD | +40.5% | -35.4% | +75.9% | +45.1% |
| 1Y | +53.0% | -22.4% | +75.4% | +53.1% |
| 3Y | +796.7% | +146.3% | +650.3% | +581.2% |
| 5Y | -30.9% | -32.0% | +1.1% | -42.9% |
| All | +85.1% | -33.0% | +118.1% | +48.9% |
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