+1,841.8%
WULF vs ED
+1,664.2%
+177.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +8.2% |
| 7D | +21.9% | +0.5% | +21.4% | +21.9% |
| 30D | +4.6% | +1.1% | +3.5% | +4.6% |
| 3M | -30.9% | +4.6% | -35.6% | -30.9% |
| 6M | +29.9% | -2.0% | +31.9% | +29.9% |
| YTD | +55.4% | +11.7% | +43.7% | +55.3% |
| 1Y | +94.1% | +15.7% | +78.4% | +93.8% |
| 3Y | +892.2% | +34.4% | +857.9% | +873.9% |
| 5Y | -26.7% | +67.3% | -94.1% | -29.5% |
| 10Y | +94.0% | +104.0% | -10.1% | +82.2% |
| All | +1,841.8% | +1,664.2% | +177.6% | +1,869.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling