+878.9%
WULF vs EQX
+168.9%
+710.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.9% |
| 7D | +1.4% | -3.2% | +4.6% | +3.0% |
| 30D | -2.6% | +7.8% | -10.4% | -6.4% |
| 3M | -34.0% | +21.3% | -55.3% | -40.8% |
| 6M | +10.0% | -22.4% | +32.4% | +21.3% |
| YTD | +45.7% | -11.3% | +57.0% | +50.0% |
| 1Y | +57.3% | +13.5% | +43.8% | +42.8% |
| 3Y | +878.9% | +162.1% | +716.8% | +491.8% |
| All | +878.9% | +168.9% | +710.0% | +491.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling