+57.3%
WULF vs ESTC
-7.7%
+65.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -9.2% | +10.6% | +1.5% |
| 30D | -2.6% | +8.1% | -10.7% | -2.9% |
| 3M | -34.0% | +38.5% | -72.4% | -35.6% |
| 6M | +10.0% | +57.8% | -47.8% | +6.0% |
| YTD | +45.7% | +10.5% | +35.2% | +45.6% |
| 1Y | +57.3% | -6.4% | +63.7% | +61.1% |
| All | +57.3% | -7.7% | +65.1% | +61.1% |
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