+878.9%
WULF vs ELAN
+99.1%
+779.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.1% |
| 7D | +1.4% | -5.4% | +6.8% | +4.2% |
| 30D | -2.6% | +4.7% | -7.3% | -5.1% |
| 3M | -34.0% | -3.7% | -30.3% | -34.1% |
| 6M | +10.0% | -1.2% | +11.2% | +8.7% |
| YTD | +45.7% | +2.4% | +43.3% | +41.9% |
| 1Y | +57.3% | +23.4% | +34.0% | +38.6% |
| 3Y | +878.9% | +96.7% | +782.3% | +582.7% |
| All | +878.9% | +99.1% | +779.9% | +582.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling