+76.1%
WULF vs ES
+83.3%
-7.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.5% |
| 7D | -0.6% | -3.5% | +2.9% | -0.1% |
| 30D | -3.6% | -3.0% | -0.6% | -3.3% |
| 3M | -30.4% | -0.3% | -30.1% | -30.6% |
| 6M | +12.5% | -5.2% | +17.6% | +12.9% |
| YTD | +40.5% | +4.8% | +35.7% | +39.0% |
| 1Y | +53.0% | +12.7% | +40.3% | +49.6% |
| 3Y | +796.7% | +27.5% | +769.1% | +750.7% |
| 5Y | -30.9% | -4.7% | -26.2% | -33.4% |
| All | +76.1% | +83.3% | -7.2% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling