-22.1%
WULF vs M
+36.6%
-58.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.6% | -14.2% | -8.6% |
| 7D | -12.8% | +8.3% | -21.1% | -14.9% |
| 30D | -20.9% | +14.2% | -35.1% | -24.3% |
| 3M | -38.0% | -1.1% | -36.9% | -37.9% |
| 6M | -47.5% | +36.6% | -84.1% | -54.4% |
| YTD | +1.8% | +19.8% | -18.0% | -10.6% |
| 1Y | -22.1% | +37.2% | -59.2% | -40.1% |
| All | -22.1% | +36.6% | -58.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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