+1,841.8%
WULF vs ALL
+4,469.7%
-2,627.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.4% | +10.5% | +8.4% |
| 7D | +21.9% | -1.7% | +23.6% | +22.1% |
| 30D | +4.6% | -4.7% | +9.2% | +5.0% |
| 3M | -30.9% | +18.4% | -49.3% | -32.6% |
| 6M | +29.9% | +20.5% | +9.4% | +26.2% |
| YTD | +55.4% | +23.5% | +31.9% | +50.0% |
| 1Y | +94.1% | +29.0% | +65.1% | +85.8% |
| 3Y | +892.2% | +153.7% | +738.5% | +765.1% |
| 5Y | -26.7% | +114.8% | -141.5% | -35.1% |
| 10Y | +94.0% | +356.1% | -262.2% | +56.4% |
| All | +1,841.8% | +4,469.7% | -2,627.9% | +1,223.3% |
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