+86.1%
WULF vs EIX
+7.5%
+78.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | +7.6% | -19.1% | +26.7% | +9.5% |
| 30D | -8.6% | -16.9% | +8.3% | -6.7% |
| 3M | -37.0% | -20.0% | -17.0% | -36.2% |
| 6M | +7.4% | -21.3% | +28.7% | +8.5% |
| YTD | +43.7% | -1.7% | +45.4% | +43.0% |
| 1Y | +86.1% | +9.6% | +76.6% | +77.7% |
| All | +86.1% | +7.5% | +78.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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