+1,654.8%
WULF vs EFX
+3,553.6%
-1,898.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.7% | -5.8% |
| 7D | -0.6% | -11.1% | +10.6% | +1.4% |
| 30D | -3.6% | -7.4% | +3.7% | -2.7% |
| 3M | -30.4% | +1.5% | -31.9% | -31.6% |
| 6M | +12.5% | -13.7% | +26.2% | +13.6% |
| YTD | +40.5% | -21.9% | +62.3% | +43.5% |
| 1Y | +53.0% | -30.8% | +83.8% | +59.9% |
| 3Y | +796.7% | -12.4% | +809.0% | +807.3% |
| 5Y | -30.9% | -35.9% | +5.1% | -27.5% |
| 10Y | +76.1% | +41.0% | +35.1% | +72.5% |
| All | +1,654.8% | +3,553.6% | -1,898.8% | +1,488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling