+86.1%
WULF vs EWT
+99.0%
-12.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | -1.0% |
| 7D | +7.6% | +4.0% | +3.6% | +1.5% |
| 30D | -8.6% | +10.3% | -18.9% | -20.7% |
| 3M | -37.0% | +6.1% | -43.0% | -42.7% |
| 6M | +7.4% | +56.6% | -49.2% | -48.3% |
| YTD | +43.7% | +76.6% | -32.9% | -40.6% |
| 1Y | +86.1% | +97.9% | -11.7% | -36.1% |
| All | +86.1% | +99.0% | -12.8% | -36.1% |
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