+878.9%
WULF vs EWT
+198.4%
+680.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +0.9% |
| 7D | +1.4% | -1.1% | +2.5% | +3.2% |
| 30D | -2.6% | +4.5% | -7.1% | -8.6% |
| 3M | -34.0% | +8.3% | -42.2% | -41.8% |
| 6M | +10.0% | +54.2% | -44.2% | -44.4% |
| YTD | +45.7% | +74.6% | -28.9% | -38.2% |
| 1Y | +57.3% | +84.9% | -27.6% | -39.2% |
| 3Y | +878.9% | +197.5% | +681.4% | +74.9% |
| All | +878.9% | +198.4% | +680.6% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling