-22.1%
WULF vs EWT
+54.0%
-76.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -4.7% |
| 7D | -12.8% | -10.9% | -1.9% | +4.7% |
| 30D | -20.9% | -17.7% | -3.2% | +9.1% |
| 3M | -38.0% | -5.0% | -33.0% | -31.5% |
| 6M | -47.5% | +7.4% | -54.9% | -54.6% |
| YTD | +1.8% | +52.8% | -51.0% | -57.8% |
| 1Y | -22.1% | +55.2% | -77.2% | -68.5% |
| All | -22.1% | +54.0% | -76.0% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling