+878.9%
WULF vs EME
+252.2%
+626.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | -0.6% |
| 7D | +1.4% | +3.5% | -2.1% | -1.9% |
| 30D | -2.6% | -6.3% | +3.7% | +4.2% |
| 3M | -34.0% | -3.8% | -30.2% | -31.3% |
| 6M | +10.0% | +8.5% | +1.5% | +4.0% |
| YTD | +45.7% | +27.8% | +17.9% | +17.9% |
| 1Y | +57.3% | +22.2% | +35.1% | +26.0% |
| 3Y | +878.9% | +253.5% | +625.5% | +322.0% |
| All | +878.9% | +252.2% | +626.7% | +322.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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