+82.7%
WULF vs EWJ
+144.4%
-61.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +1.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.1% |
| 30D | -2.6% | +0.8% | -3.4% | -3.1% |
| 3M | -34.0% | +7.5% | -41.5% | -39.1% |
| 6M | +10.0% | +15.6% | -5.6% | -5.2% |
| YTD | +45.7% | +22.7% | +23.0% | +19.2% |
| 1Y | +57.3% | +26.4% | +30.9% | +24.4% |
| 3Y | +878.9% | +72.5% | +806.4% | +469.0% |
| 5Y | -28.3% | +52.4% | -80.8% | -56.0% |
| All | +82.7% | +144.4% | -61.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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