+238.1%
WULF vs TE
-53.2%
+291.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.7% | +0.9% | -3.6% |
| 7D | -0.6% | +0.9% | -1.4% | -0.7% |
| 30D | -3.6% | -16.3% | +12.6% | +1.9% |
| 3M | -30.4% | -40.8% | +10.3% | -19.2% |
| 6M | +12.5% | -42.6% | +55.1% | +22.4% |
| YTD | +40.5% | -31.4% | +71.9% | +42.4% |
| 1Y | +53.0% | +144.9% | -91.9% | -8.0% |
| 3Y | +796.7% | -26.0% | +822.7% | +526.0% |
| 5Y | -30.9% | -48.5% | +17.6% | -44.6% |
| All | +238.1% | -53.2% | +291.2% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling