+82.7%
WULF vs ETR
+296.9%
-214.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | -2.6% | -1.8% | -0.9% | -2.2% |
| 3M | -34.0% | -3.6% | -30.4% | -33.5% |
| 6M | +10.0% | +2.6% | +7.4% | +9.4% |
| YTD | +45.7% | +16.0% | +29.7% | +42.4% |
| 1Y | +57.3% | +20.1% | +37.2% | +53.1% |
| 3Y | +878.9% | +143.6% | +735.4% | +800.0% |
| 5Y | -28.3% | +124.4% | -152.7% | -33.9% |
| All | +82.7% | +296.9% | -214.2% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling