+1,272.1%
WULF vs M
+340.2%
+931.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +11.0% | +7.0% | +4.0% | +9.9% |
| 30D | +9.4% | +8.9% | +0.5% | +7.7% |
| 3M | -22.6% | +4.5% | -27.1% | -23.4% |
| 6M | -45.4% | +36.2% | -81.6% | -48.3% |
| YTD | +9.8% | +15.1% | -5.3% | +6.6% |
| 1Y | +8.0% | +27.4% | -19.4% | +3.2% |
| 3Y | +1,149.5% | +160.1% | +989.4% | +962.0% |
| 5Y | -55.6% | -1.6% | -54.0% | -58.3% |
| 10Y | +34.7% | -7.7% | +42.4% | +17.7% |
| All | +1,272.1% | +340.2% | +931.9% | +931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling