+86.1%
WULF vs EW
+11.0%
+75.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | -0.3% | +7.9% | +7.6% |
| 30D | -8.6% | +1.0% | -9.7% | -9.0% |
| 3M | -37.0% | +2.8% | -39.8% | -37.7% |
| 6M | +7.4% | +5.5% | +1.9% | +4.6% |
| YTD | +43.7% | +5.5% | +38.2% | +40.6% |
| 1Y | +86.1% | +11.0% | +75.1% | +84.3% |
| All | +86.1% | +11.0% | +75.2% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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