+57.3%
WULF vs ELF
-28.2%
+85.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.4% |
| 7D | +1.4% | -11.6% | +13.0% | +4.6% |
| 30D | -2.6% | +4.6% | -7.2% | -4.2% |
| 3M | -34.0% | +59.7% | -93.7% | -43.4% |
| 6M | +10.0% | +21.2% | -11.2% | +1.1% |
| YTD | +45.7% | +27.4% | +18.2% | +30.5% |
| 1Y | +57.3% | -29.8% | +87.1% | +59.4% |
| All | +57.3% | -28.2% | +85.5% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling