+86.1%
WULF vs ECL
+3.0%
+83.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | -2.6% | +10.2% | +7.7% |
| 30D | -8.6% | -2.2% | -6.5% | -8.4% |
| 3M | -37.0% | +10.1% | -47.1% | -40.4% |
| 6M | +7.4% | -5.7% | +13.2% | +3.5% |
| YTD | +43.7% | +7.0% | +36.7% | +42.6% |
| 1Y | +86.1% | +2.7% | +83.5% | +75.8% |
| All | +86.1% | +3.0% | +83.1% | +75.8% |
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