-22.1%
WULF vs EXC
+1.0%
-23.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.3% | -5.5% |
| 7D | -12.8% | +3.3% | -16.1% | -10.7% |
| 30D | -20.9% | +13.3% | -34.2% | -14.7% |
| 3M | -38.0% | +1.8% | -39.9% | -37.2% |
| 6M | -47.5% | +1.1% | -48.6% | -46.7% |
| YTD | +1.8% | +9.0% | -7.2% | +7.6% |
| 1Y | -22.1% | +3.4% | -25.4% | -13.7% |
| All | -22.1% | +1.0% | -23.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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