+82.7%
WULF vs EL
+26.1%
+56.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +1.4% | -6.5% | +7.9% | +4.2% |
| 30D | -2.6% | +11.1% | -13.8% | -7.6% |
| 3M | -34.0% | +10.7% | -44.7% | -37.6% |
| 6M | +10.0% | +6.9% | +3.1% | +4.4% |
| YTD | +45.7% | -6.3% | +52.0% | +45.9% |
| 1Y | +57.3% | +13.5% | +43.9% | +44.6% |
| 3Y | +878.9% | -33.1% | +912.0% | +940.7% |
| 5Y | -28.3% | -68.8% | +40.4% | +3.7% |
| All | +82.7% | +26.1% | +56.5% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling