+1,720.0%
WULF vs AZO
+10,554.6%
-8,834.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +1.4% | -3.6% | +5.0% | +1.5% |
| 30D | -2.6% | -5.6% | +2.9% | -2.4% |
| 3M | -34.0% | -6.6% | -27.3% | -33.9% |
| 6M | +10.0% | -22.5% | +32.5% | +11.1% |
| YTD | +45.7% | -15.2% | +60.9% | +46.5% |
| 1Y | +57.3% | -33.9% | +91.3% | +60.0% |
| 3Y | +878.9% | +11.8% | +867.1% | +867.7% |
| 5Y | -28.3% | +85.5% | -113.8% | -30.5% |
| 10Y | +82.7% | +298.2% | -215.5% | +72.6% |
| All | +1,720.0% | +10,554.6% | -8,834.6% | +1,364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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