-55.9%
WULF vs ECL
+38.6%
-94.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -4.4% |
| 7D | +11.0% | +2.9% | +8.1% | +8.8% |
| 30D | +9.4% | +7.5% | +1.9% | +3.0% |
| 3M | -22.6% | +12.2% | -34.9% | -30.0% |
| 6M | -45.4% | +24.6% | -70.0% | -55.8% |
| YTD | +9.8% | +18.8% | -8.9% | -7.3% |
| 1Y | +8.0% | +19.3% | -11.3% | -9.3% |
| 3Y | +1,149.5% | +78.2% | +1,071.3% | +589.4% |
| All | -55.9% | +38.6% | -94.6% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling