+24.9%
WULF vs ALLE
+260.9%
-235.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +7.6% | -0.2% | +7.8% | +7.7% |
| 30D | -8.6% | -6.8% | -1.8% | -6.5% |
| 3M | -37.0% | +21.0% | -58.0% | -41.2% |
| 6M | +7.4% | +1.1% | +6.3% | +6.7% |
| YTD | +43.7% | -0.5% | +44.2% | +43.0% |
| 1Y | +86.1% | -7.3% | +93.4% | +88.9% |
| 3Y | +733.8% | +42.3% | +691.6% | +648.0% |
| 5Y | -33.6% | +13.5% | -47.1% | -41.2% |
| 10Y | +76.1% | +144.0% | -68.0% | +56.9% |
| All | +24.9% | +260.9% | -235.9% | +7.6% |
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