+1,149.5%
WULF vs M
+158.0%
+991.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | +11.0% | +7.0% | +4.0% | +8.6% |
| 30D | +9.4% | +8.9% | +0.5% | +5.8% |
| 3M | -22.6% | +4.5% | -27.1% | -24.4% |
| 6M | -45.4% | +36.2% | -81.6% | -51.9% |
| YTD | +9.8% | +15.1% | -5.3% | +1.8% |
| 1Y | +8.0% | +27.4% | -19.4% | -3.5% |
| 3Y | +1,149.5% | +160.1% | +989.4% | +1,195.1% |
| All | +1,149.5% | +158.0% | +991.5% | +1,195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling