+39.2%
WULF vs ALLE
+208.6%
-169.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +29.4% | +1.6% | +27.8% | +28.7% |
| 30D | -1.3% | +24.1% | -25.4% | -9.5% |
| 3M | -24.1% | +14.8% | -39.0% | -28.4% |
| 6M | -42.8% | +45.9% | -88.7% | -51.1% |
| YTD | +13.5% | +20.7% | -7.3% | +4.2% |
| 1Y | +3.2% | +14.2% | -11.0% | -3.3% |
| 3Y | +1,230.6% | +90.7% | +1,139.9% | +949.5% |
| 5Y | -54.1% | +50.6% | -104.7% | -63.6% |
| All | +39.2% | +208.6% | -169.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling