-24.7%
WULF vs ED
+67.9%
-92.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.6% |
| 7D | +1.4% | -0.8% | +2.2% | +0.9% |
| 30D | -2.6% | -0.4% | -2.2% | -2.8% |
| 3M | -34.0% | +0.5% | -34.4% | -33.5% |
| 6M | +10.0% | -3.1% | +13.1% | +9.3% |
| YTD | +45.7% | +9.8% | +35.9% | +53.3% |
| 1Y | +57.3% | +12.6% | +44.8% | +68.2% |
| 3Y | +878.9% | +31.4% | +847.5% | +940.3% |
| All | -24.7% | +67.9% | -92.7% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling