+1,762.4%
WULF vs EXC
+1,496.8%
+265.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | +15.6% | +0.3% | +15.3% | +15.6% |
| 30D | +5.7% | -0.9% | +6.6% | +5.8% |
| 3M | -32.3% | -2.7% | -29.6% | -32.3% |
| 6M | +23.7% | -9.4% | +33.1% | +24.2% |
| YTD | +49.1% | +3.0% | +46.1% | +48.5% |
| 1Y | +66.3% | +5.1% | +61.2% | +65.5% |
| 3Y | +851.7% | +20.6% | +831.1% | +831.3% |
| 5Y | -30.9% | +45.7% | -76.6% | -33.4% |
| 10Y | +86.9% | +160.8% | -73.9% | +73.3% |
| All | +1,762.4% | +1,496.8% | +265.6% | +1,800.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling