+86.9%
WULF vs ALLE
+146.0%
-59.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.0% |
| 7D | +15.6% | -2.2% | +17.7% | +16.6% |
| 30D | +5.7% | -8.3% | +14.1% | +9.3% |
| 3M | -32.3% | +16.3% | -48.6% | -36.5% |
| 6M | +23.7% | +1.8% | +21.9% | +22.4% |
| YTD | +49.1% | -3.9% | +53.0% | +50.1% |
| 1Y | +66.3% | -10.0% | +76.3% | +71.2% |
| 3Y | +851.7% | +45.8% | +805.8% | +735.5% |
| 5Y | -30.9% | +13.3% | -44.2% | -39.8% |
| 10Y | +86.9% | +155.3% | -68.4% | +77.6% |
| All | +86.9% | +146.0% | -59.0% | +77.6% |
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