+82.7%
WULF vs ELV
+280.2%
-197.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +1.4% | +3.2% | -1.8% | +1.1% |
| 30D | -2.6% | +5.4% | -8.0% | -3.0% |
| 3M | -34.0% | +5.4% | -39.3% | -34.3% |
| 6M | +10.0% | +45.7% | -35.7% | +6.5% |
| YTD | +45.7% | +21.2% | +24.5% | +42.4% |
| 1Y | +57.3% | +35.6% | +21.7% | +52.0% |
| 3Y | +878.9% | -2.0% | +881.0% | +864.4% |
| 5Y | -28.3% | +26.0% | -54.3% | -32.3% |
| All | +82.7% | +280.2% | -197.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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