+86.1%
WULF vs EXPD
+57.8%
+28.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.9% |
| 7D | +7.6% | -1.1% | +8.7% | +7.3% |
| 30D | -8.6% | +4.1% | -12.7% | -7.9% |
| 3M | -37.0% | +17.9% | -54.9% | -34.8% |
| 6M | +7.4% | +29.2% | -21.8% | +12.4% |
| YTD | +43.7% | +27.4% | +16.3% | +49.6% |
| 1Y | +86.1% | +56.8% | +29.3% | +99.3% |
| All | +86.1% | +57.8% | +28.3% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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