+194.1%
WULF vs ET
+1,438.5%
-1,244.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -2.6% | +2.9% | -5.5% | -3.0% |
| 3M | -34.0% | +16.8% | -50.8% | -35.4% |
| 6M | +10.0% | +18.9% | -8.9% | +7.2% |
| YTD | +45.7% | +37.7% | +8.0% | +39.3% |
| 1Y | +57.3% | +32.4% | +24.9% | +51.2% |
| 3Y | +878.9% | +99.5% | +779.5% | +816.8% |
| 5Y | -28.3% | +244.0% | -272.3% | -35.7% |
| 10Y | +82.7% | +172.1% | -89.4% | +63.4% |
| All | +194.1% | +1,438.5% | -1,244.4% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling