-22.1%
WULF vs ETR
+18.4%
-40.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.7% | -9.4% | -8.1% |
| 7D | -12.8% | +3.7% | -16.5% | -14.9% |
| 30D | -20.9% | +11.0% | -31.9% | -26.7% |
| 3M | -38.0% | +3.4% | -41.4% | -39.3% |
| 6M | -47.5% | -3.3% | -44.2% | -46.6% |
| YTD | +1.8% | +23.3% | -21.4% | -22.8% |
| 1Y | -22.1% | +19.2% | -41.2% | -37.1% |
| All | -22.1% | +18.4% | -40.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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