+1,272.1%
WULF vs ECL
+9,038.3%
-7,766.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.6% |
| 7D | +11.0% | +2.9% | +8.1% | +10.4% |
| 30D | +9.4% | +7.5% | +1.9% | +7.6% |
| 3M | -22.6% | +12.2% | -34.9% | -24.7% |
| 6M | -45.4% | +24.6% | -70.0% | -48.3% |
| YTD | +9.8% | +18.8% | -8.9% | +5.3% |
| 1Y | +8.0% | +19.3% | -11.3% | +3.5% |
| 3Y | +1,149.5% | +78.2% | +1,071.3% | +1,004.4% |
| 5Y | -55.6% | +38.8% | -94.4% | -59.5% |
| 10Y | +34.7% | +197.8% | -163.1% | +10.9% |
| All | +1,272.1% | +9,038.3% | -7,766.3% | +897.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling