+1,352.5%
WULF vs EXPD
+23,316.5%
-21,964.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.9% | +3.5% | +6.2% |
| 7D | +14.2% | -1.6% | +15.8% | +14.4% |
| 30D | -0.1% | +0.6% | -0.7% | 0.0% |
| 3M | -20.2% | +9.8% | -30.0% | -20.7% |
| 6M | -42.8% | +25.8% | -68.6% | -43.7% |
| YTD | +16.3% | +31.3% | -15.0% | +13.8% |
| 1Y | +8.0% | +40.9% | -32.9% | +5.2% |
| 3Y | +1,263.3% | +74.7% | +1,188.5% | +1,206.7% |
| 5Y | -53.5% | +62.9% | -116.4% | -55.4% |
| 10Y | +42.6% | +334.3% | -291.8% | +32.9% |
| All | +1,352.5% | +23,316.5% | -21,964.0% | +1,126.3% |
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 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