+843.9%
WULF vs EMR
+58.0%
+785.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -4.1% |
| 7D | -0.6% | -1.2% | +0.7% | +1.1% |
| 30D | -3.6% | -9.4% | +5.8% | +9.6% |
| 3M | -30.4% | +8.6% | -39.0% | -38.3% |
| 6M | +12.5% | +6.7% | +5.8% | +3.8% |
| YTD | +40.5% | +13.1% | +27.4% | +20.7% |
| 1Y | +53.0% | +12.7% | +40.2% | +30.4% |
| All | +843.9% | +58.0% | +785.9% | +563.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling