+86.1%
WULF vs MET
+24.0%
+62.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.4% |
| 7D | +7.6% | +1.2% | +6.4% | +7.1% |
| 30D | -8.6% | +1.4% | -10.0% | -9.2% |
| 3M | -37.0% | +17.7% | -54.7% | -43.1% |
| 6M | +7.4% | +35.0% | -27.6% | -14.2% |
| YTD | +43.7% | +26.3% | +17.4% | +19.7% |
| 1Y | +86.1% | +22.8% | +63.3% | +59.9% |
| All | +86.1% | +24.0% | +62.1% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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