-22.1%
WULF vs MELI
-24.4%
+2.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.7% | -11.3% | -8.2% |
| 7D | -12.8% | +4.0% | -16.8% | -14.1% |
| 30D | -20.9% | -6.5% | -14.4% | -18.9% |
| 3M | -38.0% | -7.9% | -30.2% | -36.5% |
| 6M | -47.5% | -4.1% | -43.4% | -47.9% |
| YTD | +1.8% | -13.6% | +15.4% | +4.5% |
| 1Y | -22.1% | -24.5% | +2.5% | -9.9% |
| All | -22.1% | -24.4% | +2.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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