+57.3%
WULF vs ECL
+3.7%
+53.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | -2.6% | -0.8% | -1.8% | -2.6% |
| 3M | -34.0% | +5.0% | -39.0% | -36.7% |
| 6M | +10.0% | +0.2% | +9.7% | +6.3% |
| YTD | +45.7% | +5.8% | +39.9% | +43.3% |
| 1Y | +57.3% | +1.5% | +55.8% | +49.5% |
| All | +57.3% | +3.7% | +53.7% | +49.5% |
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