+0.9%
WULF vs ALLY
+98.6%
-97.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +5.8% |
| 7D | +14.2% | -2.8% | +17.0% | +15.5% |
| 30D | -0.1% | +1.9% | -2.0% | -0.9% |
| 3M | -20.2% | -12.1% | -8.1% | -16.5% |
| 6M | -42.8% | -9.0% | -33.8% | -40.8% |
| YTD | +16.3% | -12.9% | +29.2% | +22.6% |
| 1Y | +8.0% | -0.1% | +8.1% | +8.5% |
| 3Y | +1,263.3% | +64.6% | +1,198.7% | +1,134.0% |
| 5Y | -53.5% | -10.1% | -43.4% | -54.9% |
| 10Y | +42.6% | +176.7% | -134.1% | +35.4% |
| All | +0.9% | +98.6% | -97.7% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling