-22.1%
WULF vs EAT
+109.8%
-131.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.3% | -12.9% | -8.8% |
| 7D | -12.8% | -0.1% | -12.7% | -12.8% |
| 30D | -20.9% | +13.5% | -34.4% | -24.9% |
| 3M | -38.0% | +1.0% | -39.0% | -39.3% |
| 6M | -47.5% | +57.3% | -104.8% | -59.5% |
| YTD | +1.8% | +53.6% | -51.8% | -19.9% |
| 1Y | -22.1% | +110.8% | -132.9% | -52.2% |
| All | -22.1% | +109.8% | -131.9% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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