+878.9%
WULF vs EXPE
+157.0%
+721.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | +1.4% | -5.8% | +7.2% | +3.2% |
| 30D | -2.6% | -13.6% | +11.0% | +1.9% |
| 3M | -34.0% | +25.2% | -59.1% | -42.3% |
| 6M | +10.0% | +22.3% | -12.4% | -3.8% |
| YTD | +45.7% | -0.3% | +46.0% | +36.7% |
| 1Y | +57.3% | +27.8% | +29.5% | +24.2% |
| 3Y | +878.9% | +162.4% | +716.5% | +492.5% |
| All | +878.9% | +157.0% | +721.9% | +492.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling