-22.1%
WULF vs LUNR
-9.9%
-12.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.2% | -1.4% | -4.7% |
| 7D | -12.8% | -14.3% | +1.5% | -7.4% |
| 30D | -20.9% | -30.5% | +9.6% | -9.3% |
| 3M | -38.0% | -28.9% | -9.2% | -30.0% |
| 6M | -47.5% | -60.8% | +13.3% | -32.8% |
| YTD | +1.8% | -38.8% | +40.6% | +2.4% |
| 1Y | -22.1% | -4.5% | -17.5% | -34.2% |
| All | -22.1% | -9.9% | -12.2% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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