+76.1%
WULF vs ALLY
+190.4%
-114.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.1% |
| 7D | -0.6% | -3.3% | +2.7% | +0.7% |
| 30D | -3.6% | -4.1% | +0.4% | -2.1% |
| 3M | -30.4% | +1.4% | -31.8% | -30.8% |
| 6M | +12.5% | +14.4% | -1.9% | +6.7% |
| YTD | +40.5% | -4.9% | +45.4% | +43.7% |
| 1Y | +53.0% | +5.5% | +47.4% | +50.4% |
| 3Y | +796.7% | +66.0% | +730.6% | +691.2% |
| 5Y | -30.9% | -2.4% | -28.5% | -35.8% |
| All | +76.1% | +190.4% | -114.3% | +73.7% |
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