+3.2%
WULF vs ALLE
+14.3%
-11.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +29.4% | +1.6% | +27.8% | +29.0% |
| 30D | -1.3% | +24.1% | -25.4% | -6.4% |
| 3M | -24.1% | +14.8% | -39.0% | -26.0% |
| 6M | -42.8% | +45.9% | -88.7% | -50.2% |
| YTD | +13.5% | +20.7% | -7.3% | +4.1% |
| 1Y | +3.2% | +14.2% | -11.0% | +2.3% |
| All | +3.2% | +14.3% | -11.2% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling