+86.1%
WULF vs EXE
+3.1%
+83.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.2% |
| 7D | +7.6% | -0.3% | +7.8% | +7.5% |
| 30D | -8.6% | +8.5% | -17.1% | -5.2% |
| 3M | -37.0% | +5.5% | -42.4% | -34.7% |
| 6M | +7.4% | -5.9% | +13.3% | +9.1% |
| YTD | +43.7% | -9.7% | +53.4% | +45.1% |
| 1Y | +86.1% | +3.6% | +82.6% | +85.8% |
| All | +86.1% | +3.1% | +83.1% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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