-24.7%
WULF vs EFX
-36.2%
+11.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | +1.4% | -4.5% | +5.9% | +4.1% |
| 30D | -2.6% | -6.1% | +3.5% | -0.2% |
| 3M | -34.0% | +6.2% | -40.2% | -40.5% |
| 6M | +10.0% | -11.2% | +21.2% | +10.7% |
| YTD | +45.7% | -21.4% | +67.1% | +55.7% |
| 1Y | +57.3% | -34.3% | +91.6% | +95.2% |
| 3Y | +878.9% | -12.5% | +891.5% | +765.2% |
| All | -24.7% | -36.2% | +11.4% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling