+82.7%
WULF vs WEC
+146.6%
-63.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -2.6% | -2.6% | 0.0% | -2.7% |
| 3M | -34.0% | -6.0% | -27.9% | -34.1% |
| 6M | +10.0% | -5.4% | +15.4% | +9.8% |
| YTD | +45.7% | +2.5% | +43.2% | +45.8% |
| 1Y | +57.3% | -0.7% | +58.0% | +57.3% |
| 3Y | +878.9% | +38.7% | +840.2% | +870.2% |
| 5Y | -28.3% | +31.7% | -60.0% | -29.0% |
| All | +82.7% | +146.6% | -63.9% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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