+810.0%
WULF vs EME
+63,295.5%
-62,485.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +2.8% |
| 7D | +1.4% | +3.5% | -2.1% | +0.7% |
| 30D | -2.6% | -6.3% | +3.7% | -1.1% |
| 3M | -34.0% | -3.8% | -30.2% | -33.1% |
| 6M | +10.0% | +8.5% | +1.5% | +9.6% |
| YTD | +45.7% | +27.8% | +17.9% | +41.1% |
| 1Y | +57.3% | +22.2% | +35.1% | +53.4% |
| 3Y | +878.9% | +253.5% | +625.5% | +734.2% |
| 5Y | -28.3% | +578.6% | -606.9% | -43.5% |
| 10Y | +82.7% | +1,355.6% | -1,272.9% | +30.8% |
| All | +810.0% | +63,295.5% | -62,485.5% | +355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling