+892.2%
WULF vs ALLE
+49.7%
+842.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.7% |
| 7D | +21.9% | +2.8% | +19.1% | +19.3% |
| 30D | +4.6% | -7.6% | +12.2% | +11.1% |
| 3M | -30.9% | +22.8% | -53.7% | -43.0% |
| 6M | +29.9% | +4.6% | +25.3% | +24.3% |
| YTD | +55.4% | -1.2% | +56.7% | +53.3% |
| 1Y | +94.1% | -9.1% | +103.3% | +105.3% |
| 3Y | +892.2% | +50.0% | +842.2% | +420.4% |
| All | +892.2% | +49.7% | +842.5% | +420.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling