-22.1%
WULF vs ED
+27.1%
-49.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.0% | -9.6% | -1.8% |
| 7D | -12.8% | +5.4% | -18.2% | -4.6% |
| 30D | -20.9% | +16.4% | -37.3% | +0.2% |
| 3M | -38.0% | +11.9% | -49.9% | -26.2% |
| 6M | -47.5% | +11.6% | -59.1% | -36.6% |
| YTD | +1.8% | +24.1% | -22.3% | +58.9% |
| 1Y | -22.1% | +26.9% | -48.9% | +32.0% |
| All | -22.1% | +27.1% | -49.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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