+86.1%
WULF vs EWZ
+36.3%
+49.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.5% |
| 7D | +7.6% | +6.5% | +1.1% | -0.2% |
| 30D | -8.6% | +4.8% | -13.5% | -13.7% |
| 3M | -37.0% | +9.9% | -46.9% | -43.5% |
| 6M | +7.4% | +1.9% | +5.5% | +5.8% |
| YTD | +43.7% | +20.3% | +23.4% | +33.8% |
| 1Y | +86.1% | +35.6% | +50.5% | +67.8% |
| All | +86.1% | +36.3% | +49.8% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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