+82.7%
WULF vs EMR
+284.0%
-201.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.7% |
| 30D | -2.6% | -6.8% | +4.2% | +1.6% |
| 3M | -34.0% | +7.5% | -41.4% | -36.7% |
| 6M | +10.0% | +9.9% | +0.1% | +5.6% |
| YTD | +45.7% | +16.0% | +29.7% | +37.3% |
| 1Y | +57.3% | +12.4% | +44.9% | +50.6% |
| 3Y | +878.9% | +60.2% | +818.7% | +737.0% |
| 5Y | -28.3% | +67.9% | -96.2% | -40.5% |
| All | +82.7% | +284.0% | -201.3% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling