+1,695.0%
WULF vs EXPD
+22,619.8%
-20,924.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | +7.6% | -1.1% | +8.7% | +7.6% |
| 30D | -8.6% | +4.1% | -12.7% | -8.9% |
| 3M | -37.0% | +17.9% | -54.9% | -37.7% |
| 6M | +7.4% | +29.2% | -21.8% | +5.4% |
| YTD | +43.7% | +27.4% | +16.3% | +40.9% |
| 1Y | +86.1% | +56.8% | +29.3% | +79.6% |
| 3Y | +733.8% | +68.0% | +665.8% | +701.3% |
| 5Y | -33.6% | +61.9% | -95.4% | -36.3% |
| 10Y | +76.1% | +316.0% | -239.9% | +64.4% |
| All | +1,695.0% | +22,619.8% | -20,924.8% | +1,418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling