+81.3%
WULF vs ELF
+303.8%
-222.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.4% |
| 7D | +1.4% | -11.6% | +13.0% | +4.3% |
| 30D | -2.6% | +4.6% | -7.2% | -3.9% |
| 3M | -34.0% | +59.7% | -93.7% | -41.6% |
| 6M | +10.0% | +21.2% | -11.2% | +3.4% |
| YTD | +45.7% | +27.4% | +18.2% | +34.3% |
| 1Y | +57.3% | -29.8% | +87.1% | +63.2% |
| 3Y | +878.9% | -28.5% | +907.4% | +856.1% |
| 5Y | -28.3% | +220.0% | -248.4% | -43.8% |
| All | +81.3% | +303.8% | -222.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling