+82.7%
WULF vs MET
+249.3%
-166.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -2.6% | +0.5% | -3.1% | -3.0% |
| 3M | -34.0% | +11.6% | -45.6% | -37.8% |
| 6M | +10.0% | +40.8% | -30.8% | -7.0% |
| YTD | +45.7% | +25.7% | +20.0% | +29.7% |
| 1Y | +57.3% | +24.4% | +33.0% | +40.9% |
| 3Y | +878.9% | +67.5% | +811.5% | +710.4% |
| 5Y | -28.3% | +85.8% | -114.1% | -41.3% |
| All | +82.7% | +249.3% | -166.6% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling