+878.9%
WULF vs MET
+66.8%
+812.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -2.6% | +0.5% | -3.1% | -3.6% |
| 3M | -34.0% | +11.6% | -45.6% | -42.7% |
| 6M | +10.0% | +40.8% | -30.8% | -27.2% |
| YTD | +45.7% | +25.7% | +20.0% | +8.8% |
| 1Y | +57.3% | +24.4% | +33.0% | +18.7% |
| 3Y | +878.9% | +67.5% | +811.5% | +499.7% |
| All | +878.9% | +66.8% | +812.2% | +499.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling