+12.5%
WULF vs EFA
+7.6%
+4.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -4.9% | -3.7% |
| 7D | -0.6% | -2.4% | +1.8% | +5.5% |
| 30D | -3.6% | -2.2% | -1.4% | +2.4% |
| 3M | -30.4% | +5.7% | -36.1% | -38.8% |
| 6M | +12.5% | +8.2% | +4.3% | -3.2% |
| All | +12.5% | +7.6% | +4.9% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling