+878.9%
WULF vs EEM
+86.2%
+792.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.5% | +1.2% |
| 7D | +1.4% | -1.3% | +2.6% | +4.2% |
| 30D | -2.6% | +2.1% | -4.7% | -5.8% |
| 3M | -34.0% | +1.0% | -35.0% | -35.0% |
| 6M | +10.0% | +15.9% | -5.9% | -17.2% |
| YTD | +45.7% | +24.6% | +21.0% | -4.0% |
| 1Y | +57.3% | +32.3% | +25.1% | -8.6% |
| 3Y | +878.9% | +85.9% | +793.0% | +184.9% |
| All | +878.9% | +86.2% | +792.8% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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