-22.1%
WULF vs ESTC
+1.6%
-23.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.8% | -6.5% |
| 7D | -12.8% | -15.9% | +3.0% | -11.0% |
| 30D | -20.9% | -5.5% | -15.4% | -20.0% |
| 3M | -38.0% | +26.2% | -64.2% | -38.7% |
| 6M | -47.5% | +77.0% | -124.5% | -50.8% |
| YTD | +1.8% | +18.9% | -17.0% | +3.3% |
| 1Y | -22.1% | +1.3% | -23.4% | -18.3% |
| All | -22.1% | +1.6% | -23.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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