+1,762.4%
WULF vs ETR
+2,616.1%
-853.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | +15.6% | +0.4% | +15.2% | +15.6% |
| 30D | +5.7% | +2.0% | +3.7% | +5.6% |
| 3M | -32.3% | -1.7% | -30.6% | -32.2% |
| 6M | +23.7% | +3.6% | +20.1% | +23.2% |
| YTD | +49.1% | +18.0% | +31.0% | +46.7% |
| 1Y | +66.3% | +26.2% | +40.1% | +62.7% |
| 3Y | +851.7% | +148.0% | +703.7% | +785.5% |
| 5Y | -30.9% | +126.1% | -157.0% | -35.6% |
| 10Y | +86.9% | +302.3% | -215.4% | +66.9% |
| All | +1,762.4% | +2,616.1% | -853.7% | +1,646.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling