-22.1%
WULF vs ALLY
+4.2%
-26.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.8% | -10.4% | -9.5% |
| 7D | -12.8% | +2.4% | -15.2% | -14.8% |
| 30D | -20.9% | +5.6% | -26.5% | -24.7% |
| 3M | -38.0% | -11.7% | -26.3% | -31.7% |
| 6M | -47.5% | -7.0% | -40.5% | -44.9% |
| YTD | +1.8% | -10.4% | +12.3% | +14.1% |
| 1Y | -22.1% | +2.4% | -24.4% | -28.0% |
| All | -22.1% | +4.2% | -26.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling