+86.9%
WULF vs EXPD
+316.4%
-229.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.4% |
| 7D | +15.6% | +1.2% | +14.4% | +15.2% |
| 30D | +5.7% | +5.2% | +0.5% | +4.3% |
| 3M | -32.3% | +13.2% | -45.5% | -34.8% |
| 6M | +23.7% | +30.3% | -6.6% | +13.8% |
| YTD | +49.1% | +27.0% | +22.1% | +36.7% |
| 1Y | +66.3% | +57.3% | +9.0% | +41.3% |
| 3Y | +851.7% | +70.0% | +781.7% | +685.5% |
| 5Y | -30.9% | +61.6% | -92.5% | -43.9% |
| 10Y | +86.9% | +321.1% | -234.2% | +58.0% |
| All | +86.9% | +316.4% | -229.5% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling