-24.7%
WULF vs TE
-48.1%
+23.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | -34.0% | -45.6% | +11.6% | -20.8% |
| 6M | +10.0% | -43.4% | +53.4% | +20.5% |
| YTD | +45.7% | -31.0% | +76.7% | +46.9% |
| 1Y | +57.3% | +145.2% | -87.9% | -8.8% |
| 3Y | +878.9% | -24.1% | +903.0% | +580.7% |
| All | -24.7% | -48.1% | +23.3% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling