-30.9%
WULF vs ESTC
-46.4%
+15.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.1% |
| 7D | +15.6% | -3.3% | +18.9% | +17.2% |
| 30D | +5.7% | +13.4% | -7.7% | -3.5% |
| 3M | -32.3% | +41.3% | -73.6% | -45.2% |
| 6M | +23.7% | +62.6% | -38.9% | -10.0% |
| YTD | +49.1% | +14.8% | +34.3% | +28.1% |
| 1Y | +66.3% | -5.1% | +71.4% | +55.0% |
| 3Y | +851.7% | +11.2% | +840.5% | +662.8% |
| 5Y | -30.9% | -47.0% | +16.1% | -31.4% |
| All | -30.9% | -46.4% | +15.5% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling