-22.1%
WULF vs ECL
+23.8%
-45.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.4% | -10.0% | -6.6% |
| 7D | -12.8% | +7.7% | -20.5% | -13.2% |
| 30D | -20.9% | +13.7% | -34.6% | -21.9% |
| 3M | -38.0% | +11.6% | -49.6% | -38.6% |
| 6M | -47.5% | +23.9% | -71.4% | -52.2% |
| YTD | +1.8% | +21.0% | -19.1% | -4.2% |
| 1Y | -22.1% | +23.1% | -45.2% | -27.2% |
| All | -22.1% | +23.8% | -45.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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