-34.4%
WULF vs WETO
-99.3%
+65.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.5% | -10.4% | -13.8% |
| 7D | -20.9% | +4.5% | -25.4% | -21.1% |
| 30D | -32.7% | -17.7% | -14.9% | -32.6% |
| 3M | -44.2% | -83.1% | +38.8% | -44.9% |
| 6M | -57.1% | -98.3% | +41.2% | -56.5% |
| YTD | -12.3% | -99.0% | +86.8% | -11.6% |
| 1Y | -34.4% | -99.3% | +64.9% | -34.1% |
| All | -34.4% | -99.3% | +65.0% | -34.1% |
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