+76.1%
WULF vs M
-10.0%
+86.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.7% | -1.1% | -4.7% |
| 7D | -0.6% | -8.8% | +8.2% | +1.5% |
| 30D | -3.6% | -16.4% | +12.8% | +0.1% |
| 3M | -30.4% | -10.8% | -19.6% | -29.0% |
| 6M | +12.5% | +16.1% | -3.6% | +8.1% |
| YTD | +40.5% | -5.3% | +45.7% | +40.7% |
| 1Y | +53.0% | +24.9% | +28.1% | +44.0% |
| 3Y | +796.7% | +97.5% | +699.1% | +648.0% |
| 5Y | -30.9% | +20.4% | -51.3% | -38.1% |
| All | +76.1% | -10.0% | +86.1% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling