+93.4%
WULF vs ELF
+334.6%
-241.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.9% | +13.1% | +9.3% |
| 7D | +21.9% | -1.2% | +23.1% | +22.1% |
| 30D | +4.6% | +5.9% | -1.3% | +2.8% |
| 3M | -30.9% | +99.5% | -130.5% | -42.2% |
| 6M | +29.9% | +26.5% | +3.4% | +20.7% |
| YTD | +55.4% | +37.2% | +18.3% | +40.8% |
| 1Y | +94.1% | -24.4% | +118.5% | +97.7% |
| 3Y | +892.2% | -23.3% | +915.5% | +852.5% |
| 5Y | -26.7% | +245.2% | -271.9% | -43.6% |
| All | +93.4% | +334.6% | -241.2% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling