+82.7%
WULF vs EWZ
+94.8%
-12.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.1% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -2.6% | +12.8% | -15.4% | -7.1% |
| 3M | -34.0% | +10.8% | -44.7% | -36.6% |
| 6M | +10.0% | +2.5% | +7.5% | +9.5% |
| YTD | +45.7% | +21.4% | +24.3% | +37.5% |
| 1Y | +57.3% | +32.8% | +24.5% | +43.7% |
| 3Y | +878.9% | +45.2% | +833.8% | +777.9% |
| 5Y | -28.3% | +63.0% | -91.3% | -36.9% |
| All | +82.7% | +94.8% | -12.1% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling