+82.7%
WULF vs MAR
+450.9%
-368.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -2.6% | -5.4% | +2.8% | -0.4% |
| 3M | -34.0% | -15.5% | -18.5% | -29.8% |
| 6M | +10.0% | +3.0% | +7.0% | +8.3% |
| YTD | +45.7% | +8.5% | +37.2% | +40.0% |
| 1Y | +57.3% | +26.0% | +31.4% | +40.8% |
| 3Y | +878.9% | +68.6% | +810.3% | +723.5% |
| 5Y | -28.3% | +157.4% | -185.7% | -44.0% |
| All | +82.7% | +450.9% | -368.2% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling