-22.1%
WULF vs EQX
+7.1%
-29.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +12.8% | -19.4% | -13.5% |
| 7D | -12.8% | +7.6% | -20.5% | -17.1% |
| 30D | -20.9% | +0.4% | -21.3% | -21.3% |
| 3M | -38.0% | +18.0% | -56.0% | -44.6% |
| 6M | -47.5% | -18.4% | -29.2% | -42.8% |
| YTD | +1.8% | -19.3% | +21.2% | +9.6% |
| 1Y | -22.1% | +9.2% | -31.3% | -32.1% |
| All | -22.1% | +7.1% | -29.1% | -32.1% |
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