-22.1%
WULF vs MDY
+17.5%
-39.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -8.4% |
| 7D | -12.8% | +1.7% | -14.5% | -17.4% |
| 30D | -20.9% | +1.2% | -22.1% | -23.0% |
| 3M | -38.0% | -3.5% | -34.6% | -30.2% |
| 6M | -47.5% | +3.5% | -51.0% | -51.1% |
| YTD | +1.8% | +13.6% | -11.8% | -26.3% |
| 1Y | -22.1% | +17.1% | -39.1% | -47.5% |
| All | -22.1% | +17.5% | -39.5% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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