+357.0%
WULF vs EXPE
+776.5%
-419.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -7.9% | +16.1% | +9.6% |
| 7D | +21.9% | -9.8% | +31.7% | +24.0% |
| 30D | +4.6% | -11.5% | +16.1% | +6.5% |
| 3M | -30.9% | +21.7% | -52.6% | -34.4% |
| 6M | +29.9% | +10.4% | +19.5% | +25.4% |
| YTD | +55.4% | -2.5% | +58.0% | +52.1% |
| 1Y | +94.1% | +27.3% | +66.8% | +78.9% |
| 3Y | +892.2% | +153.5% | +738.7% | +710.2% |
| 5Y | -26.7% | +91.1% | -117.8% | -38.3% |
| 10Y | +94.0% | +153.1% | -59.1% | +56.7% |
| All | +357.0% | +776.5% | -419.4% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling