+878.9%
WULF vs MDY
+48.5%
+830.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +1.7% |
| 7D | +1.4% | -1.9% | +3.2% | +6.4% |
| 30D | -2.6% | -4.6% | +2.0% | +10.5% |
| 3M | -34.0% | -1.2% | -32.7% | -31.4% |
| 6M | +10.0% | +9.2% | +0.8% | -8.6% |
| YTD | +45.7% | +13.1% | +32.6% | +12.5% |
| 1Y | +57.3% | +13.0% | +44.3% | +22.1% |
| 3Y | +878.9% | +49.2% | +829.7% | +362.6% |
| All | +878.9% | +48.5% | +830.5% | +362.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling