-55.9%
WULF vs M
-3.3%
-52.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | +11.0% | +7.0% | +4.0% | +8.2% |
| 30D | +9.4% | +8.9% | +0.5% | +5.1% |
| 3M | -22.6% | +4.5% | -27.1% | -24.8% |
| 6M | -45.4% | +36.2% | -81.6% | -52.9% |
| YTD | +9.8% | +15.1% | -5.3% | +0.6% |
| 1Y | +8.0% | +27.4% | -19.4% | -5.3% |
| 3Y | +1,149.5% | +160.1% | +989.4% | +633.9% |
| All | -55.9% | -3.3% | -52.7% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling