+371.1%
WULF vs MET
+1,272.5%
-901.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +15.6% | -0.8% | +16.3% | +15.7% |
| 30D | +5.7% | -1.4% | +7.1% | +6.0% |
| 3M | -32.3% | +12.5% | -44.8% | -34.1% |
| 6M | +23.7% | +37.1% | -13.4% | +15.8% |
| YTD | +49.1% | +23.8% | +25.3% | +42.4% |
| 1Y | +66.3% | +24.1% | +42.2% | +59.0% |
| 3Y | +851.7% | +65.2% | +786.5% | +779.4% |
| 5Y | -30.9% | +82.3% | -113.2% | -36.7% |
| 10Y | +86.9% | +241.6% | -154.7% | +54.7% |
| All | +371.1% | +1,272.5% | -901.3% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling