+878.9%
WULF vs ECL
+56.3%
+822.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.9% |
| 7D | +1.4% | -1.1% | +2.5% | +2.0% |
| 30D | -2.6% | -0.8% | -1.8% | -2.4% |
| 3M | -34.0% | +5.0% | -39.0% | -37.3% |
| 6M | +10.0% | +0.2% | +9.7% | +8.0% |
| YTD | +45.7% | +5.8% | +39.9% | +38.2% |
| 1Y | +57.3% | +1.5% | +55.8% | +52.0% |
| 3Y | +878.9% | +55.0% | +824.0% | +693.6% |
| All | +878.9% | +56.3% | +822.6% | +693.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling