+86.1%
WULF vs EQX
+42.9%
+43.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.9% |
| 7D | +7.6% | -1.4% | +8.9% | +8.3% |
| 30D | -8.6% | +24.4% | -33.0% | -18.6% |
| 3M | -37.0% | +11.6% | -48.6% | -41.1% |
| 6M | +7.4% | -25.0% | +32.4% | +20.3% |
| YTD | +43.7% | -8.4% | +52.1% | +47.8% |
| 1Y | +86.1% | +43.4% | +42.7% | +79.8% |
| All | +86.1% | +42.9% | +43.2% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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