+74.7%
WULF vs EXE
+187.5%
-112.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.6% |
| 7D | +15.6% | -2.7% | +18.3% | +16.6% |
| 30D | +5.7% | -0.4% | +6.1% | +5.7% |
| 3M | -32.3% | +9.5% | -41.8% | -34.7% |
| 6M | +23.7% | -9.3% | +33.0% | +26.5% |
| YTD | +49.1% | -10.9% | +60.0% | +51.3% |
| 1Y | +66.3% | +4.3% | +62.0% | +56.9% |
| 3Y | +851.7% | +18.8% | +832.9% | +747.6% |
| 5Y | -30.9% | +101.4% | -132.3% | -47.3% |
| All | +74.7% | +187.5% | -112.8% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling