+82.7%
WULF vs EFX
+42.6%
+40.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +1.4% | -4.5% | +5.9% | +3.0% |
| 30D | -2.6% | -6.1% | +3.5% | -1.1% |
| 3M | -34.0% | +6.2% | -40.2% | -37.6% |
| 6M | +10.0% | -11.2% | +21.2% | +10.8% |
| YTD | +45.7% | -21.4% | +67.1% | +52.1% |
| 1Y | +57.3% | -34.3% | +91.6% | +78.0% |
| 3Y | +878.9% | -12.5% | +891.5% | +883.4% |
| 5Y | -28.3% | -35.6% | +7.3% | -24.8% |
| All | +82.7% | +42.6% | +40.1% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling