+86.1%
WULF vs ETR
+23.8%
+62.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +7.6% | +1.4% | +6.1% | +6.7% |
| 30D | -8.6% | +1.0% | -9.6% | -9.0% |
| 3M | -37.0% | -1.3% | -35.7% | -36.9% |
| 6M | +7.4% | +1.9% | +5.5% | +4.7% |
| YTD | +43.7% | +18.2% | +25.5% | +23.6% |
| 1Y | +86.1% | +24.7% | +61.5% | +62.4% |
| All | +86.1% | +23.8% | +62.3% | +62.4% |
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