-24.7%
WULF vs ELAN
-30.9%
+6.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +2.9% |
| 7D | +1.4% | -5.4% | +6.8% | +4.7% |
| 30D | -2.6% | +4.7% | -7.3% | -5.6% |
| 3M | -34.0% | -3.7% | -30.3% | -34.1% |
| 6M | +10.0% | -1.2% | +11.2% | +8.1% |
| YTD | +45.7% | +2.4% | +43.3% | +40.5% |
| 1Y | +57.3% | +23.4% | +34.0% | +33.9% |
| 3Y | +878.9% | +96.7% | +782.3% | +458.8% |
| All | -24.7% | -30.9% | +6.2% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling