-24.7%
WULF vs SE
-67.6%
+42.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +4.4% |
| 7D | +1.4% | -5.2% | +6.6% | +4.2% |
| 30D | -2.6% | -17.1% | +14.5% | +6.8% |
| 3M | -34.0% | +24.0% | -57.9% | -41.8% |
| 6M | +10.0% | +21.0% | -11.0% | -2.6% |
| YTD | +45.7% | -16.7% | +62.4% | +53.1% |
| 1Y | +57.3% | -45.9% | +103.3% | +105.2% |
| 3Y | +878.9% | +177.8% | +701.1% | +437.3% |
| All | -24.7% | -67.6% | +42.8% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling