+86.1%
WULF vs SE
-38.5%
+124.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +7.6% | -6.1% | +13.6% | +10.2% |
| 30D | -8.6% | -2.5% | -6.2% | -8.1% |
| 3M | -37.0% | +21.7% | -58.7% | -42.9% |
| 6M | +7.4% | +27.0% | -19.6% | -5.8% |
| YTD | +43.7% | -12.1% | +55.8% | +54.2% |
| 1Y | +86.1% | -40.9% | +127.0% | +132.3% |
| All | +86.1% | -38.5% | +124.6% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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