+8.0%
WULF vs ALHC
-55.7%
+63.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -3.1% |
| 7D | +11.0% | +0.3% | +10.7% | +11.0% |
| 30D | +9.4% | -10.6% | +19.9% | +9.8% |
| 3M | -22.6% | -45.3% | +22.7% | -20.4% |
| 6M | -45.4% | -59.7% | +14.3% | -43.5% |
| YTD | +9.8% | -62.7% | +72.6% | +2.9% |
| 1Y | +8.0% | -56.1% | +64.2% | -16.0% |
| All | +8.0% | -55.7% | +63.7% | -16.0% |
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