+901.8%
WULF vs ES
+30.3%
+871.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | +15.6% | 0.0% | +15.6% | +15.6% |
| 30D | +5.7% | -1.0% | +6.8% | +6.0% |
| 3M | -32.3% | +1.5% | -33.8% | -32.9% |
| 6M | +23.7% | -3.5% | +27.2% | +23.9% |
| YTD | +49.1% | +7.0% | +42.1% | +45.2% |
| 1Y | +66.3% | +15.3% | +51.0% | +57.6% |
| All | +901.8% | +30.3% | +871.5% | +756.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling