-24.7%
WULF vs EAT
+313.1%
-337.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.3% |
| 7D | +1.4% | -7.7% | +9.1% | +6.3% |
| 30D | -2.6% | -13.6% | +11.0% | +5.7% |
| 3M | -34.0% | +33.9% | -67.8% | -47.0% |
| 6M | +10.0% | +47.2% | -37.2% | -18.5% |
| YTD | +45.7% | +48.1% | -2.4% | +7.6% |
| 1Y | +57.3% | +33.7% | +23.6% | +22.6% |
| 3Y | +878.9% | +595.8% | +283.2% | +154.8% |
| All | -24.7% | +313.1% | -337.8% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling