+66.3%
WULF vs EXPD
+56.9%
+9.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.8% |
| 7D | +15.6% | +1.2% | +14.4% | +15.9% |
| 30D | +5.7% | +5.2% | +0.5% | +6.8% |
| 3M | -32.3% | +13.2% | -45.5% | -30.5% |
| 6M | +23.7% | +30.3% | -6.6% | +29.1% |
| YTD | +49.1% | +27.0% | +22.1% | +54.2% |
| 1Y | +66.3% | +57.3% | +9.0% | +74.3% |
| All | +66.3% | +56.9% | +9.4% | +74.3% |
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