+126.2%
WULF vs EQX
+232.0%
-105.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.6% |
| 30D | -2.6% | +7.8% | -10.4% | -5.3% |
| 3M | -34.0% | +21.3% | -55.3% | -38.8% |
| 6M | +10.0% | -22.4% | +32.4% | +18.3% |
| YTD | +45.7% | -11.3% | +57.0% | +49.6% |
| 1Y | +57.3% | +13.5% | +43.8% | +48.0% |
| 3Y | +878.9% | +162.1% | +716.8% | +591.2% |
| 5Y | -28.3% | +84.2% | -112.5% | -49.0% |
| All | +126.2% | +232.0% | -105.8% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling