+1,841.8%
WULF vs WEC
+2,720.5%
-878.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.1% | +7.1% | +8.2% |
| 7D | +21.9% | +0.8% | +21.1% | +21.9% |
| 30D | +4.6% | +0.3% | +4.2% | +4.6% |
| 3M | -30.9% | -2.9% | -28.0% | -30.9% |
| 6M | +29.9% | -5.9% | +35.8% | +30.0% |
| YTD | +55.4% | +4.1% | +51.3% | +55.3% |
| 1Y | +94.1% | +3.1% | +91.0% | +93.9% |
| 3Y | +892.2% | +40.8% | +851.4% | +878.1% |
| 5Y | -26.7% | +31.7% | -58.4% | -27.8% |
| 10Y | +94.0% | +141.1% | -47.1% | +87.0% |
| All | +1,841.8% | +2,720.5% | -878.7% | +1,823.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling