+82.7%
WULF vs EW
+120.5%
-37.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +4.5% |
| 7D | +1.4% | -6.2% | +7.5% | +3.1% |
| 30D | -2.6% | -9.3% | +6.7% | -0.1% |
| 3M | -34.0% | -1.6% | -32.3% | -34.1% |
| 6M | +10.0% | -0.8% | +10.8% | +9.5% |
| YTD | +45.7% | -1.0% | +46.7% | +44.9% |
| 1Y | +57.3% | +8.2% | +49.2% | +52.0% |
| 3Y | +878.9% | +12.7% | +866.3% | +819.2% |
| 5Y | -28.3% | -30.2% | +1.9% | -28.5% |
| All | +82.7% | +120.5% | -37.8% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling