+901.8%
WULF vs M
+106.8%
+795.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.6% |
| 7D | +15.6% | -4.1% | +19.6% | +17.3% |
| 30D | +5.7% | -13.6% | +19.4% | +11.2% |
| 3M | -32.3% | -2.3% | -30.0% | -32.6% |
| 6M | +23.7% | +21.9% | +1.8% | +12.9% |
| YTD | +49.1% | -0.6% | +49.7% | +45.8% |
| 1Y | +66.3% | +29.7% | +36.6% | +46.2% |
| All | +901.8% | +106.8% | +795.0% | +441.9% |
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 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