+57.3%
WULF vs EL
+12.6%
+44.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +1.4% | -6.5% | +7.9% | +3.6% |
| 30D | -2.6% | +11.1% | -13.8% | -6.6% |
| 3M | -34.0% | +10.7% | -44.7% | -36.7% |
| 6M | +10.0% | +6.9% | +3.1% | +5.8% |
| YTD | +45.7% | -6.3% | +52.0% | +50.3% |
| 1Y | +57.3% | +13.5% | +43.9% | +58.6% |
| All | +57.3% | +12.6% | +44.7% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling