+82.7%
WULF vs EMB
+30.3%
+52.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -1.2% | +2.6% | +3.5% |
| 30D | -2.6% | -1.3% | -1.4% | -0.5% |
| 3M | -34.0% | -1.8% | -32.2% | -31.7% |
| 6M | +10.0% | +0.2% | +9.8% | +11.6% |
| YTD | +45.7% | +0.4% | +45.3% | +47.7% |
| 1Y | +57.3% | +2.8% | +54.5% | +53.9% |
| 3Y | +878.9% | +29.1% | +849.8% | +636.1% |
| 5Y | -28.3% | +6.3% | -34.6% | -40.4% |
| All | +82.7% | +30.3% | +52.3% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling