+901.8%
WULF vs EXC
+20.6%
+881.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.4% |
| 7D | +15.6% | +0.3% | +15.3% | +15.7% |
| 30D | +5.7% | -0.9% | +6.6% | +5.1% |
| 3M | -32.3% | -2.7% | -29.6% | -33.0% |
| 6M | +23.7% | -9.4% | +33.1% | +19.0% |
| YTD | +49.1% | +3.0% | +46.1% | +52.7% |
| 1Y | +66.3% | +5.1% | +61.2% | +73.2% |
| All | +901.8% | +20.6% | +881.2% | +1,004.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling