+901.8%
WULF vs EW
+16.4%
+885.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +15.6% | -5.1% | +20.7% | +18.1% |
| 30D | +5.7% | -6.4% | +12.1% | +8.5% |
| 3M | -32.3% | -1.6% | -30.7% | -32.5% |
| 6M | +23.7% | +2.3% | +21.4% | +20.8% |
| YTD | +49.1% | +1.1% | +48.0% | +46.1% |
| 1Y | +66.3% | +8.0% | +58.3% | +57.0% |
| All | +901.8% | +16.4% | +885.3% | +686.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling