+23.7%
WULF vs EFX
-17.4%
+41.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -5.3% |
| 7D | +15.6% | -9.4% | +25.0% | +9.1% |
| 30D | +5.7% | -6.9% | +12.6% | +2.3% |
| 3M | -32.3% | +0.1% | -32.4% | -30.8% |
| 6M | +23.7% | -17.3% | +41.0% | +30.0% |
| All | +23.7% | -17.4% | +41.1% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling