-22.1%
WULF vs EMB
+0.7%
-22.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.6% | -11.5% |
| 7D | -12.8% | +0.7% | -13.5% | -16.3% |
| 30D | -20.9% | +2.3% | -23.2% | -30.4% |
| 3M | -38.0% | -2.5% | -35.5% | -28.2% |
| 6M | -47.5% | -1.1% | -46.4% | -42.6% |
| YTD | +1.8% | -0.6% | +2.4% | +12.3% |
| 1Y | -22.1% | +0.6% | -22.7% | -16.6% |
| All | -22.1% | +0.7% | -22.7% | -16.6% |
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