-22.1%
WULF vs TE
-16.5%
-5.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.5% | -3.1% | -5.4% |
| 7D | -12.8% | +3.8% | -16.6% | -13.8% |
| 30D | -20.9% | -26.2% | +5.3% | -12.4% |
| 3M | -38.0% | -49.7% | +11.7% | -22.7% |
| 6M | -47.5% | -46.5% | -1.0% | -39.0% |
| YTD | +1.8% | -59.1% | +61.0% | +26.5% |
| 1Y | -22.1% | -25.8% | +3.8% | -22.8% |
| All | -22.1% | -16.5% | -5.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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