-24.7%
WULF vs EXEL
+180.6%
-205.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.3% |
| 7D | +1.4% | -4.9% | +6.3% | +2.6% |
| 30D | -2.6% | +11.4% | -14.0% | -5.4% |
| 3M | -34.0% | +4.9% | -38.9% | -35.1% |
| 6M | +10.0% | +34.4% | -24.4% | +1.3% |
| YTD | +45.7% | +28.0% | +17.7% | +35.5% |
| 1Y | +57.3% | +43.6% | +13.7% | +41.9% |
| 3Y | +878.9% | +155.2% | +723.7% | +653.8% |
| All | -24.7% | +180.6% | -205.3% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling