+86.1%
WULF vs MAR
+27.3%
+58.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | -4.2% | +11.7% | +8.4% |
| 30D | -8.6% | -6.7% | -2.0% | -7.5% |
| 3M | -37.0% | -12.5% | -24.5% | -35.1% |
| 6M | +7.4% | +0.6% | +6.8% | +5.8% |
| YTD | +43.7% | +9.1% | +34.6% | +48.6% |
| 1Y | +86.1% | +26.2% | +59.9% | +105.4% |
| All | +86.1% | +27.3% | +58.9% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling