-24.7%
WULF vs EQH
+102.2%
-127.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +2.5% |
| 7D | +1.4% | +0.7% | +0.7% | +0.6% |
| 30D | -2.6% | +2.8% | -5.5% | -5.5% |
| 3M | -34.0% | +23.1% | -57.1% | -46.5% |
| 6M | +10.0% | +41.4% | -31.4% | -22.9% |
| YTD | +45.7% | +14.3% | +31.4% | +24.3% |
| 1Y | +57.3% | +1.6% | +55.7% | +49.4% |
| 3Y | +878.9% | +102.7% | +776.2% | +454.1% |
| All | -24.7% | +102.2% | -127.0% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 5y: compounded portfolio wealth divided by compounded EQH 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…
5y analysis · Full analysis span regression · 6 months rolling