+878.9%
WULF vs WEC
+39.2%
+839.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.3% |
| 30D | -2.6% | -2.6% | 0.0% | -3.1% |
| 3M | -34.0% | -6.0% | -27.9% | -34.9% |
| 6M | +10.0% | -5.4% | +15.4% | +8.8% |
| YTD | +45.7% | +2.5% | +43.2% | +47.0% |
| 1Y | +57.3% | -0.7% | +58.0% | +58.1% |
| 3Y | +878.9% | +38.7% | +840.2% | +852.3% |
| All | +878.9% | +39.2% | +839.8% | +852.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling