-30.9%
WULF vs ALHC
-27.5%
-3.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.6% |
| 7D | +15.6% | -4.1% | +19.7% | +16.4% |
| 30D | +5.7% | -5.4% | +11.2% | +6.7% |
| 3M | -32.3% | -32.1% | -0.2% | -29.0% |
| 6M | +23.7% | -28.5% | +52.2% | +26.6% |
| YTD | +49.1% | -34.0% | +83.1% | +54.2% |
| 1Y | +66.3% | -20.9% | +87.2% | +65.6% |
| 3Y | +851.7% | +151.5% | +700.1% | +564.3% |
| 5Y | -30.9% | -28.8% | -2.1% | -40.3% |
| All | -30.9% | -27.5% | -3.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling