+878.9%
WULF vs ELF
-29.5%
+908.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.3% |
| 7D | +1.4% | -11.6% | +13.0% | +6.0% |
| 30D | -2.6% | +4.6% | -7.2% | -4.8% |
| 3M | -34.0% | +59.7% | -93.7% | -46.0% |
| 6M | +10.0% | +21.2% | -11.2% | -0.8% |
| YTD | +45.7% | +27.4% | +18.2% | +26.7% |
| 1Y | +57.3% | -29.8% | +87.1% | +67.3% |
| 3Y | +878.9% | -28.5% | +907.4% | +767.6% |
| All | +878.9% | -29.5% | +908.4% | +767.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling