+57.3%
WULF vs ESI
+34.2%
+23.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.3% |
| 7D | +1.4% | -4.6% | +6.0% | +5.6% |
| 30D | -2.6% | -10.5% | +7.9% | +7.1% |
| 3M | -34.0% | -19.8% | -14.2% | -22.1% |
| 6M | +10.0% | +5.8% | +4.2% | +3.7% |
| YTD | +45.7% | +38.3% | +7.4% | +15.8% |
| 1Y | +57.3% | +31.5% | +25.8% | +28.4% |
| All | +57.3% | +34.2% | +23.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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