+878.9%
WULF vs EL
-34.0%
+912.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -36.8% |
| 6M | +10.0% | +6.9% | +3.1% | +5.6% |
| YTD | +45.7% | -6.3% | +52.0% | +46.7% |
| 1Y | +57.3% | +13.5% | +43.9% | +48.4% |
| 3Y | +878.9% | -33.1% | +912.0% | +1,184.2% |
| All | +878.9% | -34.0% | +912.9% | +1,184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling