+338.6%
WULF vs ALNY
+3,976.7%
-3,638.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +1.4% | -6.5% | +7.9% | +1.9% |
| 30D | -2.6% | +11.0% | -13.7% | -3.4% |
| 3M | -34.0% | -14.1% | -19.9% | -33.9% |
| 6M | +10.0% | -22.4% | +32.4% | +11.0% |
| YTD | +45.7% | -37.5% | +83.2% | +49.3% |
| 1Y | +57.3% | -46.9% | +104.3% | +63.0% |
| 3Y | +878.9% | +22.1% | +856.9% | +855.3% |
| 5Y | -28.3% | +31.2% | -59.5% | -30.6% |
| 10Y | +82.7% | +256.3% | -173.7% | +69.4% |
| All | +338.6% | +3,976.7% | -3,638.1% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling