+843.9%
WULF vs SE
+175.6%
+668.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.8% | -5.3% |
| 7D | -0.6% | -4.8% | +4.2% | +1.9% |
| 30D | -3.6% | -18.1% | +14.5% | +6.2% |
| 3M | -30.4% | +30.6% | -61.0% | -40.4% |
| 6M | +12.5% | +20.8% | -8.3% | -0.7% |
| YTD | +40.5% | -15.6% | +56.1% | +47.8% |
| 1Y | +53.0% | -44.2% | +97.2% | +100.4% |
| All | +843.9% | +175.6% | +668.3% | +376.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling