-30.9%
WULF vs ES
-4.5%
-26.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -32.8% |
| 6M | +23.7% | -3.5% | +27.2% | +23.9% |
| YTD | +49.1% | +7.0% | +42.1% | +46.0% |
| 1Y | +66.3% | +15.3% | +51.0% | +59.6% |
| 3Y | +851.7% | +30.2% | +821.5% | +756.6% |
| 5Y | -30.9% | -4.3% | -26.6% | -34.7% |
| All | -30.9% | -4.5% | -26.4% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling