+82.7%
WULF vs EXPE
+169.0%
-86.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | +1.4% | -5.8% | +7.2% | +3.1% |
| 30D | -2.6% | -13.6% | +11.0% | +1.4% |
| 3M | -34.0% | +25.2% | -59.1% | -40.6% |
| 6M | +10.0% | +22.3% | -12.4% | -0.7% |
| YTD | +45.7% | -0.3% | +46.0% | +38.4% |
| 1Y | +57.3% | +27.8% | +29.5% | +34.0% |
| 3Y | +878.9% | +162.4% | +716.5% | +543.4% |
| 5Y | -28.3% | +95.8% | -124.1% | -50.1% |
| All | +82.7% | +169.0% | -86.3% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling