-24.7%
WULF vs ETN
+185.4%
-210.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.2% | -1.1% |
| 7D | +1.4% | +3.5% | -2.1% | -2.5% |
| 30D | -2.6% | -7.5% | +4.9% | +7.4% |
| 3M | -34.0% | +8.3% | -42.3% | -40.5% |
| 6M | +10.0% | +20.2% | -10.2% | -11.8% |
| YTD | +45.7% | +34.7% | +11.0% | +2.6% |
| 1Y | +57.3% | +19.4% | +37.9% | +28.0% |
| 3Y | +878.9% | +85.5% | +793.4% | +449.8% |
| All | -24.7% | +185.4% | -210.1% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling