-55.9%
WULF vs SE
-78.2%
+22.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.8% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | +9.4% | -20.9% | +30.3% | +22.5% |
| 3M | -22.6% | -38.9% | +16.3% | -1.6% |
| 6M | -45.4% | -19.4% | -26.0% | -40.7% |
| YTD | +9.8% | -40.9% | +50.8% | +36.3% |
| 1Y | +8.0% | -46.2% | +54.2% | +40.7% |
| 3Y | +1,149.5% | +63.7% | +1,085.8% | +787.7% |
| All | -55.9% | -78.2% | +22.2% | -40.6% |
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