+86.1%
WULF vs EMR
+19.4%
+66.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.3% |
| 7D | +7.6% | -1.5% | +9.1% | +9.5% |
| 30D | -8.6% | -5.6% | -3.0% | -2.4% |
| 3M | -37.0% | +7.9% | -44.9% | -42.8% |
| 6M | +7.4% | +6.0% | +1.4% | -0.1% |
| YTD | +43.7% | +16.4% | +27.2% | +26.9% |
| 1Y | +86.1% | +16.6% | +69.5% | +63.9% |
| All | +86.1% | +19.4% | +66.7% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling