+878.9%
WULF vs EWZ
+46.3%
+832.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.8% |
| 7D | +1.4% | +0.9% | +0.5% | +0.4% |
| 30D | -2.6% | +12.8% | -15.4% | -15.0% |
| 3M | -34.0% | +10.8% | -44.7% | -41.3% |
| 6M | +10.0% | +2.5% | +7.5% | +7.7% |
| YTD | +45.7% | +21.4% | +24.3% | +21.9% |
| 1Y | +57.3% | +32.8% | +24.5% | +18.2% |
| 3Y | +878.9% | +45.2% | +833.8% | +616.4% |
| All | +878.9% | +46.3% | +832.7% | +616.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling