+878.9%
WULF vs TE
-26.8%
+905.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.7% |
| 3M | -34.0% | -45.6% | +11.6% | -22.1% |
| 6M | +10.0% | -43.4% | +53.4% | +20.3% |
| YTD | +45.7% | -31.0% | +76.7% | +48.3% |
| 1Y | +57.3% | +145.2% | -87.9% | -1.5% |
| 3Y | +878.9% | -24.1% | +903.0% | +969.8% |
| All | +878.9% | -26.8% | +905.8% | +969.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling