+12.5%
WULF vs EWZ
+5.0%
+7.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -7.3% |
| 7D | -0.6% | +1.1% | -1.7% | -1.9% |
| 30D | -3.6% | +13.5% | -17.1% | -17.9% |
| 3M | -30.4% | +15.2% | -45.6% | -42.1% |
| 6M | +12.5% | +3.7% | +8.8% | +10.3% |
| All | +12.5% | +5.0% | +7.5% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling