+39.6%
WULF vs ALM
+8,394.4%
-8,354.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +8.8% | -0.6% | +8.1% |
| 7D | +21.9% | +8.4% | +13.5% | +21.9% |
| 30D | +4.6% | +34.8% | -30.3% | +4.5% |
| 3M | -30.9% | +16.2% | -47.2% | -31.0% |
| 6M | +29.9% | +2.1% | +27.8% | +29.8% |
| YTD | +55.4% | +117.0% | -61.6% | +55.3% |
| 1Y | +94.1% | +313.9% | -219.7% | +94.0% |
| 3Y | +892.2% | +2,327.9% | -1,435.7% | +893.6% |
| 5Y | -26.7% | +1,040.6% | -1,067.4% | -26.7% |
| 10Y | +94.0% | +3,219.4% | -3,125.5% | +94.8% |
| All | +39.6% | +8,394.4% | -8,354.8% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling