+62.4%
EWY vs WULF
-22.8%
+85.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.6% | +4.7% | +0.3% |
| 7D | -8.3% | -12.8% | +4.5% | -4.3% |
| 30D | -20.5% | -20.9% | +0.3% | -14.8% |
| 3M | -11.1% | -38.0% | +26.9% | +2.5% |
| 6M | -7.0% | -47.5% | +40.5% | +12.4% |
| YTD | +56.5% | +1.8% | +54.6% | +68.3% |
| 1Y | +62.4% | -22.1% | +84.5% | +77.1% |
| All | +62.4% | -22.8% | +85.2% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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