-24.7%
WULF vs EW
-30.6%
+5.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +5.3% |
| 7D | +1.4% | -6.2% | +7.5% | +4.8% |
| 30D | -2.6% | -9.3% | +6.7% | +2.4% |
| 3M | -34.0% | -1.6% | -32.3% | -34.4% |
| 6M | +10.0% | -0.8% | +10.8% | +8.7% |
| YTD | +45.7% | -1.0% | +46.7% | +43.6% |
| 1Y | +57.3% | +8.2% | +49.2% | +46.0% |
| 3Y | +878.9% | +12.7% | +866.3% | +715.9% |
| All | -24.7% | -30.6% | +5.9% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling