+901.8%
WULF vs ED
+34.3%
+867.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.8% |
| 7D | +15.6% | -0.2% | +15.8% | +15.2% |
| 30D | +5.7% | +1.9% | +3.8% | +7.7% |
| 3M | -32.3% | +1.9% | -34.1% | -30.4% |
| 6M | +23.7% | -2.3% | +25.9% | +23.0% |
| YTD | +49.1% | +10.9% | +38.2% | +67.5% |
| 1Y | +66.3% | +14.5% | +51.8% | +94.9% |
| All | +901.8% | +34.3% | +867.4% | +1,075.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling