+57.1%
WULF vs ESTC
+19.1%
+38.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -9.2% | +10.6% | +4.5% |
| 30D | -2.6% | +8.1% | -10.7% | -7.1% |
| 3M | -34.0% | +38.5% | -72.4% | -42.6% |
| 6M | +10.0% | +57.8% | -47.8% | -10.7% |
| YTD | +45.7% | +10.5% | +35.2% | +33.1% |
| 1Y | +57.3% | -6.4% | +63.7% | +50.9% |
| 3Y | +878.9% | +4.7% | +874.3% | +792.6% |
| 5Y | -28.3% | -47.8% | +19.5% | -33.2% |
| All | +57.1% | +19.1% | +38.0% | +37.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling