-4.5%
WULF vs ALLE
+342.5%
-347.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | +11.0% | +3.6% | +7.4% | +9.9% |
| 30D | +9.4% | +25.9% | -16.5% | +1.0% |
| 3M | -22.6% | +15.8% | -38.4% | -26.6% |
| 6M | -45.4% | +48.1% | -93.5% | -52.5% |
| YTD | +9.8% | +22.0% | -12.1% | +1.7% |
| 1Y | +8.0% | +18.0% | -10.0% | +1.1% |
| 3Y | +1,149.5% | +93.1% | +1,056.4% | +919.0% |
| 5Y | -55.6% | +52.1% | -107.7% | -63.4% |
| 10Y | +34.7% | +212.0% | -177.3% | +11.4% |
| All | -4.5% | +342.5% | -347.0% | -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