+18.4%
WULF vs ESTC
+25.9%
-7.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +11.0% | +2.4% | +8.6% | +10.1% |
| 30D | +9.4% | -4.2% | +13.6% | +11.8% |
| 3M | -22.6% | +2.5% | -25.1% | -23.8% |
| 6M | -45.4% | +81.5% | -126.9% | -56.9% |
| YTD | +9.8% | +16.8% | -7.0% | -0.7% |
| 1Y | +8.0% | -3.5% | +11.5% | +4.3% |
| 3Y | +1,149.5% | +17.7% | +1,131.8% | +1,009.1% |
| 5Y | -55.6% | -51.7% | -3.8% | -58.7% |
| All | +18.4% | +25.9% | -7.5% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling