+86.1%
WULF vs WETO
-98.9%
+185.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -20.8% | +22.5% | +1.9% |
| 7D | +7.6% | -55.4% | +63.0% | +8.3% |
| 30D | -8.6% | -48.5% | +39.9% | -10.4% |
| 3M | -37.0% | -97.5% | +60.5% | -34.3% |
| 6M | +7.4% | -94.2% | +101.6% | +6.1% |
| YTD | +43.7% | -97.0% | +140.7% | +40.6% |
| 1Y | +86.1% | -98.9% | +185.0% | +68.7% |
| All | +86.1% | -98.9% | +185.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling