+250.6%
WULF vs TE
-52.9%
+303.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -2.6% | -5.9% | +3.3% | -0.6% |
| 3M | -34.0% | -45.6% | +11.6% | -21.3% |
| 6M | +10.0% | -43.4% | +53.4% | +20.2% |
| YTD | +45.7% | -31.0% | +76.7% | +47.4% |
| 1Y | +57.3% | +145.2% | -87.9% | -5.4% |
| 3Y | +878.9% | -24.1% | +903.0% | +576.7% |
| 5Y | -28.3% | -48.1% | +19.8% | -42.7% |
| All | +250.6% | -52.9% | +303.5% | +211.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling