-22.1%
WULF vs EXPE
+48.9%
-71.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +10.5% | -17.2% | -4.6% |
| 7D | -12.8% | +14.6% | -27.5% | -10.5% |
| 30D | -20.9% | +21.4% | -42.3% | -18.2% |
| 3M | -38.0% | +1.4% | -39.4% | -37.0% |
| 6M | -47.5% | +28.6% | -76.1% | -46.9% |
| YTD | +1.8% | +12.1% | -10.3% | -1.0% |
| 1Y | -22.1% | +50.0% | -72.1% | -23.8% |
| All | -22.1% | +48.9% | -71.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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