+82.7%
WULF vs ALM
+2,589.2%
-2,506.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +4.2% |
| 7D | +1.4% | -11.8% | +13.2% | +2.3% |
| 30D | -2.6% | +7.8% | -10.4% | -3.0% |
| 3M | -34.0% | -9.3% | -24.7% | -33.7% |
| 6M | +10.0% | -30.5% | +40.5% | +11.6% |
| YTD | +45.7% | +75.8% | -30.1% | +43.5% |
| 1Y | +57.3% | +241.2% | -183.9% | +53.4% |
| 3Y | +878.9% | +1,872.6% | -993.7% | +832.5% |
| 5Y | -28.3% | +849.6% | -877.9% | -30.9% |
| All | +82.7% | +2,589.2% | -2,506.6% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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