-30.9%
WULF vs ELF
+217.8%
-248.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.3% | -1.5% | -4.2% |
| 7D | -0.6% | -10.8% | +10.3% | +3.5% |
| 30D | -3.6% | +0.8% | -4.5% | -4.4% |
| 3M | -30.4% | +64.8% | -95.2% | -43.3% |
| 6M | +12.5% | +19.0% | -6.5% | +2.5% |
| YTD | +40.5% | +25.9% | +14.5% | +23.4% |
| 1Y | +53.0% | -28.8% | +81.8% | +61.0% |
| 3Y | +796.7% | -29.6% | +826.3% | +721.8% |
| 5Y | -30.9% | +216.2% | -247.1% | -71.8% |
| All | -30.9% | +217.8% | -248.7% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling