-22.1%
WULF vs ES
-1.6%
-20.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -6.3% |
| 7D | -12.8% | +5.3% | -18.1% | -12.2% |
| 30D | -20.9% | +8.9% | -29.8% | -20.4% |
| 3M | -38.0% | -1.9% | -36.1% | -37.5% |
| 6M | -47.5% | +3.9% | -51.4% | -47.9% |
| YTD | +1.8% | +8.3% | -6.4% | -0.3% |
| 1Y | -22.1% | -0.1% | -21.9% | -23.1% |
| All | -22.1% | -1.6% | -20.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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