+1,841.8%
WULF vs EAT
+2,377.6%
-535.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.4% | +11.5% | +8.6% |
| 7D | +21.9% | -4.9% | +26.8% | +22.7% |
| 30D | +4.6% | -1.2% | +5.8% | +4.5% |
| 3M | -30.9% | +52.2% | -83.2% | -35.3% |
| 6M | +29.9% | +65.0% | -35.1% | +20.1% |
| YTD | +55.4% | +55.0% | +0.4% | +45.2% |
| 1Y | +94.1% | +42.1% | +52.1% | +83.2% |
| 3Y | +892.2% | +614.7% | +277.5% | +697.1% |
| 5Y | -26.7% | +322.7% | -349.5% | -39.8% |
| 10Y | +94.0% | +382.0% | -288.1% | +56.0% |
| All | +1,841.8% | +2,377.6% | -535.8% | +1,439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling