+146.5%
WULF vs SE
+597.4%
-450.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.1% | +7.1% | +7.8% |
| 7D | +21.9% | +0.6% | +21.3% | +21.7% |
| 30D | +4.6% | -0.1% | +4.7% | +4.3% |
| 3M | -30.9% | +34.1% | -65.1% | -37.6% |
| 6M | +29.9% | +23.2% | +6.7% | +19.9% |
| YTD | +55.4% | -11.2% | +66.6% | +57.8% |
| 1Y | +94.1% | -40.5% | +134.7% | +123.4% |
| 3Y | +892.2% | +196.3% | +695.9% | +603.6% |
| 5Y | -26.7% | -67.0% | +40.3% | -32.5% |
| All | +146.5% | +597.4% | -450.9% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling