+229.3%
WULF vs EFV
+252.1%
-22.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.6% |
| 7D | -0.6% | -2.0% | +1.4% | +0.4% |
| 30D | -3.6% | -0.2% | -3.5% | -3.5% |
| 3M | -30.4% | +9.1% | -39.5% | -33.2% |
| 6M | +12.5% | +11.7% | +0.8% | +7.7% |
| YTD | +40.5% | +17.0% | +23.4% | +32.6% |
| 1Y | +53.0% | +26.7% | +26.3% | +39.4% |
| 3Y | +796.7% | +90.2% | +706.5% | +606.2% |
| 5Y | -30.9% | +96.1% | -127.0% | -45.2% |
| 10Y | +76.1% | +164.5% | -88.4% | +30.5% |
| All | +229.3% | +252.1% | -22.9% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling