+34.7%
WULF vs ALLY
+174.3%
-139.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | +11.0% | +0.4% | +10.6% | +10.9% |
| 30D | +9.4% | +5.2% | +4.1% | +6.7% |
| 3M | -22.6% | -13.3% | -9.3% | -18.1% |
| 6M | -45.4% | -6.7% | -38.8% | -43.9% |
| YTD | +9.8% | -12.8% | +22.7% | +16.3% |
| 1Y | +8.0% | +0.7% | +7.4% | +8.1% |
| 3Y | +1,149.5% | +65.2% | +1,084.3% | +1,015.6% |
| 5Y | -55.6% | -10.1% | -45.4% | -57.4% |
| All | +34.7% | +174.3% | -139.6% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling