+3.2%
WULF vs EXPD
+41.2%
-38.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | +29.4% | +3.6% | +25.8% | +29.5% |
| 30D | -1.3% | +0.3% | -1.6% | -1.1% |
| 3M | -24.1% | +6.1% | -30.2% | -23.0% |
| 6M | -42.8% | +27.4% | -70.2% | -39.9% |
| YTD | +13.5% | +32.0% | -18.5% | +10.8% |
| 1Y | +3.2% | +40.5% | -37.4% | -0.1% |
| All | +3.2% | +41.2% | -38.1% | -0.1% |
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