+86.1%
WULF vs EMB
+5.7%
+80.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | +7.6% | 0.0% | +7.6% | +7.8% |
| 30D | -8.6% | -0.3% | -8.3% | -7.3% |
| 3M | -37.0% | -0.4% | -36.5% | -35.0% |
| 6M | +7.4% | +0.1% | +7.3% | +7.5% |
| YTD | +43.7% | +1.6% | +42.1% | +39.0% |
| 1Y | +86.1% | +5.6% | +80.5% | +73.8% |
| All | +86.1% | +5.7% | +80.4% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling