-22.1%
WULF vs ELAN
+13.9%
-35.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.0% | -9.6% | -8.1% |
| 7D | -12.8% | +11.7% | -24.6% | -17.6% |
| 30D | -20.9% | +12.4% | -33.3% | -25.5% |
| 3M | -38.0% | -1.1% | -36.9% | -38.2% |
| 6M | -47.5% | +12.4% | -59.9% | -52.6% |
| YTD | +1.8% | +11.8% | -10.0% | -4.2% |
| 1Y | -22.1% | +12.5% | -34.5% | -25.9% |
| All | -22.1% | +13.9% | -35.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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