+86.1%
WULF vs ENTG
+76.2%
+9.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.4% | -1.6% |
| 7D | +7.6% | +2.8% | +4.7% | +5.8% |
| 30D | -8.6% | -4.7% | -4.0% | -6.4% |
| 3M | -37.0% | -0.7% | -36.2% | -39.1% |
| 6M | +7.4% | +7.7% | -0.3% | -1.4% |
| YTD | +43.7% | +65.1% | -21.4% | +12.9% |
| 1Y | +86.1% | +74.8% | +11.3% | +52.7% |
| All | +86.1% | +76.2% | +9.9% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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