-24.7%
WULF vs MDY
+46.3%
-71.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.0% |
| 7D | +1.4% | -1.9% | +3.2% | +5.6% |
| 30D | -2.6% | -4.6% | +2.0% | +8.4% |
| 3M | -34.0% | -1.2% | -32.7% | -31.7% |
| 6M | +10.0% | +9.2% | +0.8% | -5.4% |
| YTD | +45.7% | +13.1% | +32.6% | +18.1% |
| 1Y | +57.3% | +13.0% | +44.3% | +28.3% |
| 3Y | +878.9% | +49.2% | +829.7% | +441.0% |
| All | -24.7% | +46.3% | -71.0% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling