-34.4%
WULF vs MKSI
+27.2%
-61.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.3% | -4.5% | -6.3% |
| 7D | -20.9% | -18.2% | -2.7% | -6.2% |
| 30D | -32.7% | -37.2% | +4.5% | -1.9% |
| 3M | -44.2% | -43.5% | -0.7% | -12.5% |
| 6M | -57.1% | -38.4% | -18.7% | -39.6% |
| YTD | -12.3% | +10.9% | -23.2% | -14.7% |
| 1Y | -34.4% | +26.9% | -61.3% | -39.0% |
| All | -34.4% | +27.2% | -61.6% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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