+89.3%
WULF vs ALHC
-28.9%
+118.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.5% |
| 6M | +7.4% | -28.3% | +35.7% | +9.7% |
| YTD | +43.7% | -31.4% | +75.1% | +47.1% |
| 1Y | +86.1% | -16.9% | +103.1% | +84.4% |
| 3Y | +733.8% | +135.5% | +598.4% | +540.0% |
| 5Y | -33.6% | -33.6% | 0.0% | -46.6% |
| All | +89.3% | -28.9% | +118.2% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling