-4.9%
WULF vs ALLE
+336.8%
-341.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +0.2% | +0.1% | +0.2% | +0.3% |
| 30D | -8.8% | +25.9% | -34.7% | -15.8% |
| 3M | -22.5% | +14.9% | -37.4% | -26.3% |
| 6M | -46.3% | +42.1% | -88.4% | -52.7% |
| YTD | +9.3% | +20.4% | -11.1% | +1.6% |
| 1Y | -12.2% | +14.9% | -27.0% | -17.1% |
| 3Y | +1,181.6% | +90.1% | +1,091.5% | +949.9% |
| 5Y | -55.4% | +53.0% | -108.4% | -63.2% |
| 10Y | +34.1% | +208.8% | -174.8% | +11.3% |
| All | -4.9% | +336.8% | -341.7% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling