-30.9%
WULF vs ALM
+856.4%
-887.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.6% | +3.8% | -4.5% |
| 7D | -0.6% | -7.1% | +6.6% | +0.5% |
| 30D | -3.6% | +24.7% | -28.3% | -6.1% |
| 3M | -30.4% | +8.3% | -38.7% | -31.2% |
| 6M | +12.5% | -22.2% | +34.6% | +14.0% |
| YTD | +40.5% | +88.1% | -47.6% | +36.1% |
| 1Y | +53.0% | +272.4% | -219.4% | +46.9% |
| 3Y | +796.7% | +2,004.1% | -1,207.5% | +779.1% |
| 5Y | -30.9% | +915.8% | -946.7% | -22.5% |
| All | -30.9% | +856.4% | -887.3% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling