-30.9%
WULF vs WEC
+30.3%
-61.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.8% |
| 7D | -0.6% | -1.3% | +0.7% | -0.6% |
| 30D | -3.6% | -0.4% | -3.3% | -3.7% |
| 3M | -30.4% | -6.8% | -23.6% | -30.8% |
| 6M | +12.5% | -6.4% | +18.9% | +11.9% |
| YTD | +40.5% | +2.5% | +38.0% | +40.7% |
| 1Y | +53.0% | -0.4% | +53.4% | +53.1% |
| 3Y | +796.7% | +38.5% | +758.1% | +774.3% |
| 5Y | -30.9% | +31.7% | -62.6% | -28.2% |
| All | -30.9% | +30.3% | -61.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling