+82.7%
WULF vs MELI
+970.3%
-887.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +1.4% | -4.1% | +5.5% | +2.5% |
| 30D | -2.6% | +3.8% | -6.4% | -3.9% |
| 3M | -34.0% | +17.8% | -51.8% | -37.5% |
| 6M | +10.0% | +7.4% | +2.6% | +7.0% |
| YTD | +45.7% | -5.8% | +51.5% | +46.4% |
| 1Y | +57.3% | -18.9% | +76.2% | +64.6% |
| 3Y | +878.9% | +33.3% | +845.6% | +784.6% |
| 5Y | -28.3% | +2.7% | -31.0% | -40.2% |
| All | +82.7% | +970.3% | -887.6% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling