-42.8%
WULF vs ALLE
+43.6%
-86.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.5% | +6.5% |
| 7D | +14.2% | -0.8% | +15.0% | +13.9% |
| 30D | -0.1% | +27.4% | -27.4% | +1.3% |
| 3M | -20.2% | +13.8% | -34.1% | -18.4% |
| 6M | -42.8% | +45.5% | -88.3% | -43.1% |
| All | -42.8% | +43.6% | -86.4% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling