-24.7%
WULF vs ET
+241.8%
-266.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | -2.6% | +2.9% | -5.5% | -5.0% |
| 3M | -34.0% | +16.8% | -50.8% | -42.0% |
| 6M | +10.0% | +18.9% | -8.9% | -5.7% |
| YTD | +45.7% | +37.7% | +8.0% | +10.2% |
| 1Y | +57.3% | +32.4% | +24.9% | +22.6% |
| 3Y | +878.9% | +99.5% | +779.5% | +555.5% |
| All | -24.7% | +241.8% | -266.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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