+1,762.4%
WULF vs EIX
+992.3%
+770.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.8% |
| 7D | +15.6% | +4.1% | +11.5% | +15.2% |
| 30D | +5.7% | -15.3% | +21.1% | +6.9% |
| 3M | -32.3% | -18.4% | -13.9% | -31.4% |
| 6M | +23.7% | -16.8% | +40.5% | +25.1% |
| YTD | +49.1% | -0.6% | +49.6% | +48.5% |
| 1Y | +66.3% | +10.7% | +55.7% | +63.9% |
| 3Y | +851.7% | -4.5% | +856.1% | +848.1% |
| 5Y | -30.9% | +24.0% | -55.0% | -32.2% |
| 10Y | +86.9% | +22.9% | +64.0% | +83.4% |
| All | +1,762.4% | +992.3% | +770.1% | +2,038.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling