+57.3%
WULF vs EXEL
+48.5%
+8.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.4% |
| 7D | +1.4% | -4.9% | +6.3% | +2.8% |
| 30D | -2.6% | +11.4% | -14.0% | -6.1% |
| 3M | -34.0% | +4.9% | -38.9% | -35.3% |
| 6M | +10.0% | +34.4% | -24.4% | -2.1% |
| YTD | +45.7% | +28.0% | +17.7% | +30.8% |
| 1Y | +57.3% | +43.6% | +13.7% | +40.2% |
| All | +57.3% | +48.5% | +8.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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