+426.0%
WULF vs EWZ
+439.1%
-13.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | +15.6% | -0.1% | +15.6% | +15.6% |
| 30D | +5.7% | +8.2% | -2.4% | +4.2% |
| 3M | -32.3% | +13.3% | -45.6% | -33.7% |
| 6M | +23.7% | +3.6% | +20.1% | +23.4% |
| YTD | +49.1% | +21.0% | +28.1% | +45.3% |
| 1Y | +66.3% | +34.7% | +31.6% | +59.2% |
| 3Y | +851.7% | +48.3% | +803.4% | +804.1% |
| 5Y | -30.9% | +60.1% | -91.0% | -34.6% |
| 10Y | +86.9% | +92.6% | -5.6% | +70.1% |
| All | +426.0% | +439.1% | -13.1% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling