+1,695.0%
WULF vs M
+307.3%
+1,387.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.3% |
| 7D | +7.6% | +4.7% | +2.8% | +6.8% |
| 30D | -8.6% | -9.6% | +1.0% | -7.3% |
| 3M | -37.0% | +0.9% | -37.8% | -37.3% |
| 6M | +7.4% | +22.3% | -14.9% | +3.9% |
| YTD | +43.7% | +6.5% | +37.2% | +41.5% |
| 1Y | +86.1% | +38.8% | +47.4% | +76.0% |
| 3Y | +733.8% | +115.9% | +617.9% | +630.6% |
| 5Y | -33.6% | +28.6% | -62.2% | -38.8% |
| 10Y | +76.1% | -2.5% | +78.6% | +54.2% |
| All | +1,695.0% | +307.3% | +1,387.7% | +1,268.6% |
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