+843.9%
WULF vs EXEL
+160.7%
+683.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.2% | -5.4% |
| 7D | -0.6% | -2.9% | +2.3% | +0.2% |
| 30D | -3.6% | +11.9% | -15.5% | -6.6% |
| 3M | -30.4% | +9.2% | -39.6% | -32.3% |
| 6M | +12.5% | +39.1% | -26.6% | +2.3% |
| YTD | +40.5% | +31.0% | +9.4% | +29.3% |
| 1Y | +53.0% | +52.3% | +0.7% | +35.4% |
| All | +843.9% | +160.7% | +683.2% | +659.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling