+8.0%
WULF vs M
+24.3%
-16.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.6% |
| 7D | +11.0% | +7.0% | +4.0% | +9.1% |
| 30D | +9.4% | +8.9% | +0.5% | +6.5% |
| 3M | -22.6% | +4.5% | -27.1% | -24.1% |
| 6M | -45.4% | +36.2% | -81.6% | -52.3% |
| YTD | +9.8% | +15.1% | -5.3% | -2.0% |
| 1Y | +8.0% | +27.4% | -19.4% | -7.9% |
| All | +8.0% | +24.3% | -16.2% | -7.9% |
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