+878.9%
WULF vs ALM
+1,801.8%
-922.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +4.8% |
| 7D | +1.4% | -11.8% | +13.2% | +3.5% |
| 30D | -2.6% | +7.8% | -10.4% | -3.6% |
| 3M | -34.0% | -9.3% | -24.7% | -33.4% |
| 6M | +10.0% | -30.5% | +40.5% | +13.4% |
| YTD | +45.7% | +75.8% | -30.1% | +41.5% |
| 1Y | +57.3% | +241.2% | -183.9% | +51.6% |
| 3Y | +878.9% | +1,872.6% | -993.7% | +879.4% |
| All | +878.9% | +1,801.8% | -922.8% | +879.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling