-22.1%
WULF vs ETN
-1.0%
-21.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -9.9% | +3.2% | +6.2% |
| 7D | -12.8% | -10.1% | -2.7% | 0.0% |
| 30D | -20.9% | -18.4% | -2.5% | +3.8% |
| 3M | -38.0% | -20.4% | -17.6% | -15.6% |
| 6M | -47.5% | -16.0% | -31.5% | -34.2% |
| YTD | +1.8% | +11.8% | -10.0% | -18.3% |
| 1Y | -22.1% | -5.5% | -16.6% | -14.6% |
| All | -22.1% | -1.0% | -21.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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