+1,720.0%
WULF vs ETN
+9,107.3%
-7,387.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.2% | +2.5% |
| 7D | +1.4% | +3.5% | -2.1% | +0.4% |
| 30D | -2.6% | -7.5% | +4.9% | -0.1% |
| 3M | -34.0% | +8.3% | -42.3% | -35.1% |
| 6M | +10.0% | +20.2% | -10.2% | +5.9% |
| YTD | +45.7% | +34.7% | +11.0% | +36.7% |
| 1Y | +57.3% | +19.4% | +37.9% | +52.9% |
| 3Y | +878.9% | +85.5% | +793.4% | +805.0% |
| 5Y | -28.3% | +186.6% | -214.9% | -37.8% |
| 10Y | +82.7% | +724.7% | -642.0% | +39.3% |
| All | +1,720.0% | +9,107.3% | -7,387.3% | +934.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling