+82.7%
WULF vs ENTG
+797.5%
-714.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.6% | +2.7% |
| 7D | +1.4% | +1.2% | +0.2% | +0.9% |
| 30D | -2.6% | -12.9% | +10.2% | +4.2% |
| 3M | -34.0% | -3.1% | -30.9% | -34.3% |
| 6M | +10.0% | +21.0% | -11.0% | -1.3% |
| YTD | +45.7% | +67.0% | -21.3% | +12.0% |
| 1Y | +57.3% | +68.6% | -11.3% | +18.5% |
| 3Y | +878.9% | +48.6% | +830.3% | +715.5% |
| 5Y | -28.3% | +18.6% | -46.9% | -38.5% |
| All | +82.7% | +797.5% | -714.8% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling