+82.7%
WULF vs EOG
+121.1%
-38.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | -2.6% | +2.9% | -5.6% | -3.4% |
| 3M | -34.0% | +8.7% | -42.7% | -35.6% |
| 6M | +10.0% | +12.9% | -2.9% | +5.3% |
| YTD | +45.7% | +43.8% | +1.9% | +31.1% |
| 1Y | +57.3% | +27.1% | +30.3% | +45.5% |
| 3Y | +878.9% | +25.9% | +853.0% | +812.0% |
| 5Y | -28.3% | +177.9% | -206.2% | -40.5% |
| All | +82.7% | +121.1% | -38.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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