+878.9%
WULF vs EMB
+29.3%
+849.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +4.1% |
| 7D | +1.4% | -1.2% | +2.6% | +7.2% |
| 30D | -2.6% | -1.3% | -1.4% | +3.0% |
| 3M | -34.0% | -1.8% | -32.2% | -28.0% |
| 6M | +10.0% | +0.2% | +9.8% | +12.9% |
| YTD | +45.7% | +0.4% | +45.3% | +49.0% |
| 1Y | +57.3% | +2.8% | +54.5% | +45.3% |
| 3Y | +878.9% | +29.1% | +849.8% | +351.6% |
| All | +878.9% | +29.3% | +849.6% | +351.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling