-22.1%
WULF vs EFX
-7.5%
-14.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.0% | -5.5% |
| 7D | -12.8% | +9.2% | -22.0% | -8.8% |
| 30D | -20.9% | +34.8% | -55.7% | -9.2% |
| 3M | -38.0% | +8.8% | -46.9% | -35.2% |
| 6M | -47.5% | +12.3% | -59.8% | -43.2% |
| YTD | +1.8% | -10.6% | +12.4% | +8.0% |
| 1Y | -22.1% | -6.7% | -15.3% | -14.9% |
| All | -22.1% | -7.5% | -14.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling