+843.9%
WULF vs ENB
+69.7%
+774.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.8% | -1.9% | -2.9% |
| 7D | -0.6% | -4.6% | +4.0% | +3.1% |
| 30D | -3.6% | -5.2% | +1.6% | +0.2% |
| 3M | -30.4% | -13.4% | -17.0% | -23.0% |
| 6M | +12.5% | -7.8% | +20.3% | +16.9% |
| YTD | +40.5% | +4.9% | +35.6% | +27.5% |
| 1Y | +53.0% | +3.2% | +49.7% | +40.2% |
| All | +843.9% | +69.7% | +774.2% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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