-24.7%
WULF vs EFA
+52.4%
-77.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +1.4% |
| 7D | +1.4% | -1.5% | +2.9% | +5.1% |
| 30D | -2.6% | -1.7% | -1.0% | +1.7% |
| 3M | -34.0% | +3.5% | -37.5% | -38.7% |
| 6M | +10.0% | +9.5% | +0.5% | -7.9% |
| YTD | +45.7% | +12.9% | +32.8% | +16.7% |
| 1Y | +57.3% | +18.2% | +39.1% | +13.3% |
| 3Y | +878.9% | +64.8% | +814.1% | +254.9% |
| All | -24.7% | +52.4% | -77.1% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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