+145.4%
WULF vs EMB
+131.4%
+14.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.9% |
| 7D | +15.6% | 0.0% | +15.6% | +15.6% |
| 30D | +5.7% | -0.3% | +6.0% | +6.0% |
| 3M | -32.3% | -0.3% | -32.0% | -32.0% |
| 6M | +23.7% | +0.7% | +22.9% | +24.0% |
| YTD | +49.1% | +1.3% | +47.8% | +49.1% |
| 1Y | +66.3% | +4.7% | +61.6% | +62.6% |
| 3Y | +851.7% | +30.1% | +821.6% | +735.1% |
| 5Y | -30.9% | +6.9% | -37.8% | -37.3% |
| 10Y | +86.9% | +30.7% | +56.2% | +68.8% |
| All | +145.4% | +131.4% | +14.0% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling