+718.1%
WULF vs EEM
+837.1%
-119.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.0% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | -3.6% | +2.4% | -6.0% | -4.3% |
| 3M | -30.4% | +4.2% | -34.6% | -30.9% |
| 6M | +12.5% | +14.8% | -2.3% | +9.2% |
| YTD | +40.5% | +23.1% | +17.4% | +34.1% |
| 1Y | +53.0% | +32.5% | +20.4% | +42.8% |
| 3Y | +796.7% | +85.9% | +710.8% | +675.0% |
| 5Y | -30.9% | +43.6% | -74.4% | -36.0% |
| 10Y | +76.1% | +127.2% | -51.1% | +51.0% |
| All | +718.1% | +837.1% | -119.1% | +456.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling