+404.4%
WULF vs EXEL
+264.7%
+139.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.4% | +8.2% |
| 7D | +21.9% | +1.4% | +20.5% | +21.9% |
| 30D | +4.6% | +6.7% | -2.1% | +4.4% |
| 3M | -30.9% | +11.5% | -42.4% | -31.2% |
| 6M | +29.9% | +38.8% | -8.9% | +28.8% |
| YTD | +55.4% | +31.6% | +23.9% | +54.3% |
| 1Y | +94.1% | +53.0% | +41.1% | +92.0% |
| 3Y | +892.2% | +160.8% | +731.4% | +870.4% |
| 5Y | -26.7% | +190.1% | -216.8% | -28.6% |
| 10Y | +94.0% | +367.0% | -273.0% | +86.6% |
| All | +404.4% | +264.7% | +139.6% | +360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling