+82.7%
WULF vs EFV
+169.9%
-87.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.5% |
| 7D | +1.4% | -0.8% | +2.2% | +2.3% |
| 30D | -2.6% | +0.6% | -3.3% | -3.2% |
| 3M | -34.0% | +7.5% | -41.5% | -39.0% |
| 6M | +10.0% | +13.0% | -3.0% | -2.1% |
| YTD | +45.7% | +18.3% | +27.4% | +25.5% |
| 1Y | +57.3% | +26.7% | +30.6% | +26.3% |
| 3Y | +878.9% | +89.6% | +789.4% | +455.7% |
| 5Y | -28.3% | +98.2% | -126.5% | -60.3% |
| All | +82.7% | +169.9% | -87.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling