+86.1%
WULF vs ALNY
-40.8%
+126.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.8% |
| 7D | +7.6% | +12.2% | -4.7% | +9.6% |
| 30D | -8.6% | +16.3% | -25.0% | -6.3% |
| 3M | -37.0% | -12.4% | -24.6% | -36.1% |
| 6M | +7.4% | -18.7% | +26.1% | +10.7% |
| YTD | +43.7% | -33.1% | +76.8% | +49.1% |
| 1Y | +86.1% | -41.3% | +127.5% | +90.0% |
| All | +86.1% | -40.8% | +126.9% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling