-30.9%
WULF vs EL
-69.5%
+38.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -4.6% |
| 7D | -0.6% | -4.4% | +3.8% | +1.7% |
| 30D | -3.6% | +10.3% | -13.9% | -9.5% |
| 3M | -30.4% | +13.4% | -43.8% | -36.0% |
| 6M | +12.5% | +3.1% | +9.4% | +7.0% |
| YTD | +40.5% | -6.9% | +47.4% | +40.7% |
| 1Y | +53.0% | +11.9% | +41.1% | +37.0% |
| 3Y | +796.7% | -33.8% | +830.5% | +915.1% |
| 5Y | -30.9% | -69.0% | +38.1% | +68.2% |
| All | -30.9% | -69.5% | +38.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling