+86.1%
WULF vs EOSE
-49.1%
+135.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.1% | -1.5% |
| 7D | +7.6% | +19.0% | -11.5% | +1.3% |
| 30D | -8.6% | +1.6% | -10.2% | -10.3% |
| 3M | -37.0% | -52.0% | +15.0% | -24.3% |
| 6M | +7.4% | -42.5% | +49.9% | +18.1% |
| YTD | +43.7% | -66.1% | +109.8% | +76.1% |
| 1Y | +86.1% | -47.1% | +133.3% | +135.5% |
| All | +86.1% | -49.1% | +135.2% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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