+878.9%
WULF vs EFV
+90.2%
+788.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +1.4% |
| 7D | +1.4% | -0.8% | +2.2% | +3.2% |
| 30D | -2.6% | +0.6% | -3.3% | -3.8% |
| 3M | -34.0% | +7.5% | -41.5% | -43.7% |
| 6M | +10.0% | +13.0% | -3.0% | -13.8% |
| YTD | +45.7% | +18.3% | +27.4% | +6.8% |
| 1Y | +57.3% | +26.7% | +30.6% | +0.1% |
| 3Y | +878.9% | +89.6% | +789.4% | +130.8% |
| All | +878.9% | +90.2% | +788.7% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling