+82.7%
WULF vs EXC
+158.0%
-75.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.7% |
| 7D | +1.4% | -1.1% | +2.5% | +1.4% |
| 30D | -2.6% | -3.6% | +1.0% | -2.6% |
| 3M | -34.0% | -4.3% | -29.7% | -34.0% |
| 6M | +10.0% | -9.9% | +19.9% | +10.2% |
| YTD | +45.7% | +1.8% | +43.9% | +45.2% |
| 1Y | +57.3% | +2.9% | +54.5% | +56.7% |
| 3Y | +878.9% | +19.1% | +859.8% | +850.0% |
| 5Y | -28.3% | +44.8% | -73.1% | -32.2% |
| All | +82.7% | +158.0% | -75.3% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling