+24.7%
WULF vs ALLY
+124.8%
-100.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +7.6% | +3.7% | +3.9% | +6.1% |
| 30D | -8.6% | -2.3% | -6.4% | -7.8% |
| 3M | -37.0% | +3.8% | -40.8% | -37.8% |
| 6M | +7.4% | +9.7% | -2.3% | +4.2% |
| YTD | +43.7% | -1.4% | +45.1% | +44.9% |
| 1Y | +86.1% | +8.2% | +77.9% | +81.8% |
| 3Y | +733.8% | +66.5% | +667.4% | +641.3% |
| 5Y | -33.6% | +1.2% | -34.8% | -38.3% |
| 10Y | +76.1% | +191.4% | -115.4% | +60.9% |
| All | +24.7% | +124.8% | -100.1% | +15.7% |
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 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