+12.7%
WULF vs ESI
+226.4%
-213.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.6% | +7.6% | +8.0% |
| 7D | +21.9% | +5.4% | +16.5% | +19.8% |
| 30D | +4.6% | -4.2% | +8.8% | +6.4% |
| 3M | -30.9% | -9.6% | -21.3% | -28.1% |
| 6M | +29.9% | +18.3% | +11.6% | +24.2% |
| YTD | +55.4% | +45.8% | +9.6% | +40.1% |
| 1Y | +94.1% | +39.2% | +55.0% | +77.2% |
| 3Y | +892.2% | +86.3% | +806.0% | +769.3% |
| 5Y | -26.7% | +76.2% | -103.0% | -35.2% |
| 10Y | +94.0% | +306.8% | -212.8% | +61.6% |
| All | +12.7% | +226.4% | -213.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling