+454.9%
WULF vs EWT
+573.9%
-119.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.2% | -4.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | -3.6% | +4.8% | -8.4% | -5.0% |
| 3M | -30.4% | +11.1% | -41.5% | -32.3% |
| 6M | +12.5% | +54.6% | -42.2% | -0.4% |
| YTD | +40.5% | +71.4% | -31.0% | +21.4% |
| 1Y | +53.0% | +82.1% | -29.1% | +30.1% |
| 3Y | +796.7% | +193.2% | +603.4% | +595.2% |
| 5Y | -30.9% | +146.1% | -177.0% | -44.2% |
| 10Y | +76.1% | +505.0% | -428.9% | +26.1% |
| All | +454.9% | +573.9% | -119.1% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling