-45.4%
WULF vs ECL
+24.0%
-69.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -2.1% |
| 7D | +11.0% | +2.9% | +8.1% | +13.2% |
| 30D | +9.4% | +7.5% | +1.9% | +16.4% |
| 3M | -22.6% | +12.2% | -34.9% | -14.8% |
| 6M | -45.4% | +24.6% | -70.0% | -46.6% |
| All | -45.4% | +24.0% | -69.4% | -46.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling