-49.6%
WULF vs LUNR
+48.7%
-98.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.6% | +3.9% |
| 7D | +1.4% | -3.1% | +4.5% | +1.7% |
| 30D | -2.6% | -15.3% | +12.7% | -1.3% |
| 3M | -34.0% | -53.2% | +19.2% | -30.0% |
| 6M | +10.0% | -22.2% | +32.2% | +11.0% |
| YTD | +45.7% | -11.6% | +57.3% | +45.5% |
| 1Y | +57.3% | +68.4% | -11.1% | +50.5% |
| 3Y | +878.9% | +216.8% | +662.2% | +800.5% |
| All | -49.6% | +48.7% | -98.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling