-30.9%
WULF vs ATI
+1,021.8%
-1,052.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.1% | -3.6% |
| 7D | -0.6% | -2.7% | +2.2% | +1.1% |
| 30D | -3.6% | -13.5% | +9.9% | +5.2% |
| 3M | -30.4% | +8.5% | -38.9% | -33.4% |
| 6M | +12.5% | +25.2% | -12.7% | 0.0% |
| YTD | +40.5% | +73.4% | -32.9% | +5.6% |
| 1Y | +53.0% | +160.5% | -107.5% | -7.4% |
| 3Y | +796.7% | +347.3% | +449.4% | +303.8% |
| 5Y | -30.9% | +1,049.0% | -1,079.8% | -74.1% |
| All | -30.9% | +1,021.8% | -1,052.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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