+387.0%
WULF vs EW
+6,723.9%
-6,336.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.5% | +11.7% | +8.7% |
| 7D | +21.9% | -4.4% | +26.3% | +22.6% |
| 30D | +4.6% | -3.3% | +7.9% | +4.9% |
| 3M | -30.9% | +1.0% | -31.9% | -31.2% |
| 6M | +29.9% | +6.2% | +23.7% | +28.5% |
| YTD | +55.4% | +1.7% | +53.7% | +54.6% |
| 1Y | +94.1% | +8.1% | +86.0% | +91.3% |
| 3Y | +892.2% | +17.1% | +875.1% | +864.4% |
| 5Y | -26.7% | -29.4% | +2.6% | -26.2% |
| 10Y | +94.0% | +121.7% | -27.8% | +85.4% |
| All | +387.0% | +6,723.9% | -6,336.9% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling