+867.5%
WULF vs ELV
+2,378.1%
-1,510.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | +15.6% | -2.2% | +17.8% | +15.8% |
| 30D | +5.7% | -0.2% | +5.9% | +5.7% |
| 3M | -32.3% | -6.1% | -26.2% | -32.0% |
| 6M | +23.7% | +42.8% | -19.1% | +19.4% |
| YTD | +49.1% | +14.4% | +34.7% | +46.3% |
| 1Y | +66.3% | +28.6% | +37.7% | +61.1% |
| 3Y | +851.7% | -7.4% | +859.1% | +841.0% |
| 5Y | -30.9% | +14.5% | -45.4% | -33.6% |
| 10Y | +86.9% | +257.4% | -170.5% | +58.4% |
| All | +867.5% | +2,378.1% | -1,510.6% | +759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling