+82.7%
WULF vs EWT
+523.5%
-440.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +1.8% |
| 7D | +1.4% | -1.1% | +2.5% | +2.7% |
| 30D | -2.6% | +4.5% | -7.1% | -6.8% |
| 3M | -34.0% | +8.3% | -42.2% | -38.9% |
| 6M | +10.0% | +54.2% | -44.2% | -28.1% |
| YTD | +45.7% | +74.6% | -28.9% | -14.4% |
| 1Y | +57.3% | +84.9% | -27.6% | -12.5% |
| 3Y | +878.9% | +197.5% | +681.4% | +283.9% |
| 5Y | -28.3% | +150.6% | -178.9% | -69.1% |
| All | +82.7% | +523.5% | -440.9% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling