+363.7%
WULF vs WETO
-99.4%
+463.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.4% | +9.1% | +3.8% |
| 7D | +1.4% | -4.3% | +5.7% | +1.4% |
| 30D | -2.6% | -39.9% | +37.3% | -5.7% |
| 3M | -34.0% | -97.9% | +63.9% | -29.6% |
| 6M | +10.0% | -95.0% | +105.0% | +7.1% |
| YTD | +45.7% | -97.2% | +142.9% | +47.6% |
| 1Y | +57.3% | -98.9% | +156.2% | +71.0% |
| All | +363.7% | -99.4% | +463.1% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling