+1,272.1%
WULF vs ALL
+4,725.3%
-3,453.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +11.0% | +5.0% | +6.0% | +10.4% |
| 30D | +9.4% | +13.3% | -4.0% | +7.7% |
| 3M | -22.6% | +3.2% | -25.8% | -23.2% |
| 6M | -45.4% | +25.3% | -70.8% | -47.3% |
| YTD | +9.8% | +30.5% | -20.6% | +5.1% |
| 1Y | +8.0% | +29.2% | -21.2% | +3.4% |
| 3Y | +1,149.5% | +119.1% | +1,030.4% | +1,008.0% |
| 5Y | -55.6% | +162.6% | -218.2% | -61.7% |
| 10Y | +34.7% | +378.8% | -344.1% | +7.7% |
| All | +1,272.1% | +4,725.3% | -3,453.3% | +827.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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