+901.8%
WULF vs ALLY
+63.1%
+838.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.0% |
| 7D | +15.6% | -1.9% | +17.5% | +17.8% |
| 30D | +5.7% | -4.5% | +10.2% | +10.5% |
| 3M | -32.3% | -2.8% | -29.5% | -30.4% |
| 6M | +23.7% | +10.3% | +13.4% | +10.2% |
| YTD | +49.1% | -5.7% | +54.8% | +57.0% |
| 1Y | +66.3% | +3.9% | +62.4% | +56.8% |
| All | +901.8% | +63.1% | +838.6% | +589.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling