+303.5%
EWY vs WULF
+82.7%
+220.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +3.0% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | +7.3% | -2.6% | +9.9% | +7.4% |
| 3M | -5.1% | -34.0% | +28.8% | -3.0% |
| 6M | +42.1% | +10.0% | +32.1% | +41.7% |
| YTD | +94.1% | +45.7% | +48.4% | +90.7% |
| 1Y | +147.8% | +57.3% | +90.5% | +141.5% |
| 3Y | +222.9% | +878.9% | -656.0% | +175.1% |
| 5Y | +150.6% | -28.3% | +178.9% | +115.3% |
| All | +303.5% | +82.7% | +220.8% | +223.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling