-24.7%
WULF vs EXE
+97.7%
-122.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.3% |
| 7D | +1.4% | -3.1% | +4.5% | +2.3% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | -34.0% | +9.6% | -43.5% | -36.1% |
| 6M | +10.0% | -11.6% | +21.6% | +13.2% |
| YTD | +45.7% | -12.6% | +58.3% | +48.6% |
| 1Y | +57.3% | +1.2% | +56.2% | +50.3% |
| 3Y | +878.9% | +18.0% | +860.9% | +777.9% |
| All | -24.7% | +97.7% | -122.4% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling