+846.7%
WULF vs EFA
+382.5%
+464.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -4.9% | -5.4% |
| 7D | -0.6% | -2.4% | +1.8% | +0.7% |
| 30D | -3.6% | -2.2% | -1.4% | -2.4% |
| 3M | -30.4% | +5.7% | -36.1% | -32.0% |
| 6M | +12.5% | +8.2% | +4.3% | +9.7% |
| YTD | +40.5% | +11.8% | +28.7% | +35.9% |
| 1Y | +53.0% | +18.3% | +34.7% | +44.3% |
| 3Y | +796.7% | +64.9% | +731.7% | +658.3% |
| 5Y | -30.9% | +52.4% | -83.3% | -39.2% |
| 10Y | +76.1% | +142.4% | -66.3% | +40.4% |
| All | +846.7% | +382.5% | +464.2% | +544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling